+33.6%
XLY vs DXCM
-20.4%
+54.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.1% |
| 7D | -1.7% | -5.5% | +3.8% | -1.1% |
| 30D | -4.2% | -8.6% | +4.4% | -3.3% |
| 3M | -2.7% | +10.3% | -13.0% | -3.9% |
| 6M | -0.6% | +25.2% | -25.9% | -3.3% |
| YTD | -5.0% | +25.1% | -30.1% | -7.6% |
| 1Y | -4.1% | +9.2% | -13.3% | -5.7% |
| 3Y | +33.6% | -22.6% | +56.2% | +29.6% |
| All | +33.6% | -20.4% | +54.0% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling