+593.1%
XLP vs DXCM
+2,696.7%
-2,103.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.1% |
| YTD | +19.7% | +27.3% | -7.5% | +17.3% |
| 1Y | +23.5% | +42.5% | -19.0% | +19.9% |
| 3Y | +44.0% | -13.3% | +57.3% | +41.8% |
| 5Y | +42.7% | -46.8% | +89.5% | +43.3% |
| 10Y | +131.3% | +445.8% | -314.4% | +91.4% |
| All | +593.1% | +2,696.7% | -2,103.6% | +351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling