+472.2%
XOM vs DXCM
+2,546.4%
-2,074.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | 0.0% |
| 7D | -7.3% | -3.7% | -3.6% | -7.1% |
| 30D | -2.6% | -5.0% | +2.3% | -2.3% |
| 3M | +3.6% | -8.8% | +12.4% | +4.3% |
| 6M | +15.3% | +31.9% | -16.6% | +11.6% |
| YTD | +39.4% | +20.4% | +19.0% | +35.8% |
| 1Y | +43.2% | +45.7% | -2.6% | +36.7% |
| 3Y | +74.9% | -15.0% | +90.0% | +71.1% |
| 5Y | +201.3% | -48.5% | +249.7% | +203.5% |
| 10Y | +188.5% | +411.2% | -222.8% | +112.6% |
| All | +472.2% | +2,546.4% | -2,074.2% | +175.5% |
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