+135.4%
XLP vs DXCM
+411.4%
-276.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | +2.3% | -3.7% | +6.0% | +2.6% |
| 30D | +9.1% | -5.0% | +14.1% | +9.4% |
| 3M | +7.9% | -8.8% | +16.7% | +8.4% |
| 6M | +9.6% | +31.9% | -22.3% | +7.4% |
| YTD | +19.4% | +20.4% | -1.0% | +17.5% |
| 1Y | +22.4% | +45.7% | -23.4% | +18.9% |
| 3Y | +43.2% | -15.0% | +58.2% | +41.1% |
| 5Y | +42.6% | -48.5% | +91.0% | +42.9% |
| 10Y | +135.4% | +411.2% | -275.8% | +116.2% |
| All | +135.4% | +411.4% | -276.0% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling