+324.4%
DXCM vs RACE
+670.3%
-345.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -3.5% |
| 7D | +5.7% | +5.7% | 0.0% | +3.3% |
| 30D | +1.3% | +9.3% | -8.0% | -2.4% |
| 3M | +2.2% | +3.8% | -1.7% | +0.4% |
| 6M | +42.0% | +29.8% | +12.2% | +26.1% |
| YTD | +27.3% | +15.6% | +11.6% | +17.5% |
| 1Y | +42.5% | +5.1% | +37.4% | +36.9% |
| 3Y | -13.3% | +30.8% | -44.1% | -29.5% |
| 5Y | -46.8% | +67.4% | -114.2% | -62.6% |
| 10Y | +445.8% | +793.6% | -347.8% | +102.0% |
| All | +324.4% | +670.3% | -345.9% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling