+810.8%
XLY vs DXCM
+2,677.5%
-1,866.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.2% |
| 7D | -2.1% | -6.5% | +4.4% | -1.1% |
| 30D | -6.0% | -4.3% | -1.7% | -5.4% |
| 3M | -2.7% | +7.3% | -10.0% | -4.1% |
| 6M | -1.5% | +22.0% | -23.5% | -5.0% |
| YTD | -5.4% | +26.4% | -31.8% | -9.5% |
| 1Y | -3.8% | +7.0% | -10.8% | -6.0% |
| 3Y | +36.6% | -19.6% | +56.2% | +33.7% |
| 5Y | +27.4% | -39.3% | +66.6% | +27.4% |
| 10Y | +218.2% | +260.9% | -42.7% | +128.2% |
| All | +810.8% | +2,677.5% | -1,866.6% | +266.6% |
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 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