+454.8%
XOM vs DXCM
+2,810.6%
-2,355.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.5% |
| 7D | +1.8% | -3.2% | +5.0% | +2.1% |
| 30D | +5.9% | +6.3% | -0.5% | +5.2% |
| 3M | +5.6% | +21.1% | -15.5% | +3.4% |
| 6M | +7.9% | +20.6% | -12.7% | +5.4% |
| YTD | +35.2% | +32.4% | +2.7% | +30.7% |
| 1Y | +46.0% | +8.8% | +37.1% | +43.5% |
| 3Y | +55.0% | -13.7% | +68.8% | +51.4% |
| 5Y | +246.3% | -35.2% | +281.5% | +241.0% |
| 10Y | +181.0% | +281.8% | -100.8% | +114.4% |
| All | +454.8% | +2,810.6% | -2,355.8% | +165.2% |
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