+52.6%
XOM vs DXCM
+44.8%
+7.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.6% | -11.3% | -4.0% |
| 7D | -7.0% | +12.5% | -19.5% | -6.0% |
| 30D | +3.2% | +1.8% | +1.4% | +3.6% |
| 3M | +10.7% | +1.8% | +8.9% | +11.1% |
| 6M | +11.6% | +47.4% | -35.8% | +17.0% |
| YTD | +43.5% | +33.3% | +10.2% | +49.1% |
| 1Y | +52.6% | +44.6% | +8.0% | +59.7% |
| All | +52.6% | +44.8% | +7.8% | +59.7% |
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