+135.9%
XLU vs DXCM
+260.4%
-124.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | -0.2% |
| 7D | -1.6% | -5.5% | +3.9% | -1.2% |
| 30D | -3.3% | -8.6% | +5.2% | -2.8% |
| 3M | -3.2% | +10.3% | -13.5% | -3.9% |
| 6M | -7.0% | +25.2% | -32.2% | -8.6% |
| YTD | +0.6% | +25.1% | -24.5% | -1.3% |
| 1Y | +2.4% | +9.2% | -6.8% | +1.2% |
| 3Y | +46.3% | -22.6% | +68.9% | +45.0% |
| 5Y | +44.0% | -39.5% | +83.5% | +42.9% |
| All | +135.9% | +260.4% | -124.5% | +130.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling