+191.6%
XOM vs DXCM
+266.8%
-75.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.6% |
| 7D | +1.9% | -5.8% | +7.7% | +2.2% |
| 30D | +4.1% | -5.6% | +9.7% | +4.4% |
| 3M | +10.4% | +13.0% | -2.6% | +9.5% |
| 6M | +13.0% | +24.7% | -11.6% | +11.3% |
| YTD | +40.1% | +27.3% | +12.7% | +37.6% |
| 1Y | +51.1% | +11.2% | +39.9% | +49.5% |
| 3Y | +57.7% | -19.0% | +76.7% | +56.1% |
| 5Y | +264.7% | -38.5% | +303.2% | +262.1% |
| All | +191.6% | +266.8% | -75.2% | +162.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling