+46.0%
XOM vs DXCM
+11.0%
+35.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.8% |
| 7D | +1.8% | -3.2% | +5.0% | +1.6% |
| 30D | +5.9% | +6.3% | -0.5% | +6.2% |
| 3M | +5.6% | +21.1% | -15.5% | +6.8% |
| 6M | +7.9% | +20.6% | -12.7% | +10.0% |
| YTD | +35.2% | +32.4% | +2.7% | +37.7% |
| 1Y | +46.0% | +8.8% | +37.1% | +49.7% |
| All | +46.0% | +11.0% | +35.0% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling