+42.8%
XLP vs DXCM
-48.9%
+91.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.8% |
| 7D | +0.1% | -4.4% | +4.4% | +0.4% |
| 30D | +8.9% | -3.6% | +12.6% | +9.2% |
| 3M | +7.5% | -4.3% | +11.8% | +7.7% |
| 6M | +9.4% | +33.8% | -24.3% | +7.0% |
| YTD | +19.3% | +22.1% | -2.9% | +17.2% |
| 1Y | +21.7% | +47.4% | -25.7% | +18.0% |
| 3Y | +44.0% | -12.3% | +56.2% | +40.5% |
| 5Y | +42.8% | -49.1% | +91.9% | +35.6% |
| All | +42.8% | -48.9% | +91.6% | +35.6% |
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