+254.2%
XOM vs DXCM
-38.1%
+292.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.6% | +0.9% |
| 7D | -2.4% | -6.2% | +3.9% | -2.1% |
| 30D | +5.7% | -0.3% | +5.9% | +5.7% |
| 3M | +6.6% | +10.3% | -3.8% | +6.0% |
| 6M | +7.7% | +24.1% | -16.5% | +6.5% |
| YTD | +36.2% | +27.4% | +8.8% | +34.4% |
| 1Y | +50.5% | +8.4% | +42.1% | +49.7% |
| 3Y | +53.4% | -19.0% | +72.4% | +51.9% |
| 5Y | +254.2% | -38.6% | +292.8% | +251.0% |
| All | +254.2% | -38.1% | +292.2% | +251.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling