+42.7%
XLP vs DXCM
-46.6%
+89.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.8% | -0.4% |
| 7D | +3.5% | +5.7% | -2.2% | +3.1% |
| 30D | +11.6% | +1.3% | +10.3% | +11.4% |
| 3M | +7.6% | +2.2% | +5.5% | +7.4% |
| 6M | +10.0% | +42.0% | -32.0% | +7.2% |
| YTD | +19.7% | +27.3% | -7.5% | +17.3% |
| 1Y | +23.5% | +42.5% | -19.0% | +20.0% |
| 3Y | +44.0% | -13.3% | +57.3% | +41.0% |
| 5Y | +42.7% | -46.8% | +89.5% | +34.3% |
| All | +42.7% | -46.6% | +89.3% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling