+423.1%
DXCM vs RACE
+738.3%
-315.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | -4.4% | +3.9% | -8.3% | -5.9% |
| 30D | -3.6% | +7.4% | -11.0% | -6.6% |
| 3M | -4.3% | +1.6% | -6.0% | -5.1% |
| 6M | +33.8% | +23.3% | +10.4% | +20.8% |
| YTD | +22.1% | +14.7% | +7.5% | +12.7% |
| 1Y | +47.4% | +2.5% | +44.9% | +43.1% |
| 3Y | -12.3% | +28.0% | -40.2% | -29.3% |
| 5Y | -49.1% | +69.8% | -118.9% | -65.8% |
| 10Y | +423.1% | +734.9% | -311.8% | +82.0% |
| All | +423.1% | +738.3% | -315.2% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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