+22.7%
XLP vs DXCM
+40.8%
-18.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.2% |
| 7D | +2.5% | +4.9% | -2.4% | +2.1% |
| 30D | +7.3% | -0.2% | +7.5% | +7.3% |
| 3M | +8.1% | -8.9% | +17.0% | +8.6% |
| 6M | +10.5% | +42.3% | -31.8% | +8.4% |
| YTD | +21.2% | +25.6% | -4.4% | +18.3% |
| 1Y | +22.7% | +39.5% | -16.8% | +20.3% |
| All | +22.7% | +40.8% | -18.0% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling