+510.6%
XLU vs DXCM
+2,699.0%
-2,188.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +1.1% |
| 7D | +2.1% | -6.2% | +8.3% | +2.6% |
| 30D | -0.4% | -0.3% | -0.1% | -0.4% |
| 3M | +0.5% | +10.3% | -9.8% | -0.5% |
| 6M | -5.8% | +24.1% | -29.9% | -7.7% |
| YTD | +3.1% | +27.4% | -24.2% | +0.8% |
| 1Y | +8.1% | +8.4% | -0.3% | +6.7% |
| 3Y | +50.5% | -19.0% | +69.5% | +48.5% |
| 5Y | +44.7% | -38.6% | +83.3% | +43.7% |
| 10Y | +136.8% | +252.9% | -116.1% | +98.0% |
| All | +510.6% | +2,699.0% | -2,188.4% | +269.4% |
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