+28.3%
XLP vs DXCM
-13.8%
+42.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | -1.0% | -3.2% | +2.2% | -0.9% |
| 30D | -0.9% | +6.3% | -7.2% | -1.1% |
| 3M | +3.8% | +21.1% | -17.3% | +3.1% |
| 6M | -1.7% | +20.6% | -22.3% | -2.5% |
| YTD | +10.3% | +32.4% | -22.2% | +9.1% |
| 1Y | +7.8% | +8.8% | -1.0% | +7.2% |
| All | +28.3% | -13.8% | +42.1% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling