+43.7%
XLP vs DXCM
-13.6%
+57.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.8% | -0.6% |
| 7D | +3.5% | +5.7% | -2.2% | +3.3% |
| 30D | +11.6% | +1.3% | +10.3% | +11.5% |
| 3M | +7.6% | +2.2% | +5.5% | +7.5% |
| 6M | +10.0% | +42.0% | -32.0% | +8.7% |
| YTD | +19.7% | +27.3% | -7.5% | +18.6% |
| 1Y | +23.5% | +42.5% | -19.0% | +21.8% |
| All | +43.7% | -13.6% | +57.4% | +42.3% |
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 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