+493.5%
XOM vs DXCM
+2,659.3%
-2,165.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.2% |
| 7D | +2.8% | +4.9% | -2.1% | +2.4% |
| 30D | -3.6% | -0.2% | -3.5% | -3.8% |
| 3M | +8.2% | -8.9% | +17.2% | +9.0% |
| 6M | +14.0% | +42.3% | -28.2% | +9.6% |
| YTD | +44.6% | +25.6% | +19.0% | +40.3% |
| 1Y | +47.8% | +39.5% | +8.2% | +41.8% |
| 3Y | +79.6% | -15.3% | +94.8% | +75.7% |
| 5Y | +214.3% | -48.4% | +262.7% | +216.8% |
| 10Y | +204.0% | +411.4% | -207.4% | +124.3% |
| All | +493.5% | +2,659.3% | -2,165.8% | +184.6% |
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