-38.5%
DXCM vs RDW
-9.1%
-29.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.6% |
| 7D | -5.5% | +0.9% | -6.4% | -5.7% |
| 30D | -8.6% | -21.3% | +12.7% | -6.8% |
| 3M | +10.3% | -37.9% | +48.2% | +14.0% |
| 6M | +25.2% | +12.3% | +13.0% | +19.3% |
| YTD | +25.1% | +39.7% | -14.6% | +14.5% |
| 1Y | +9.2% | +25.7% | -16.4% | -0.5% |
| 3Y | -22.6% | +230.8% | -253.5% | -45.4% |
| All | -38.5% | -9.1% | -29.5% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 5y: compounded portfolio wealth divided by compounded RDW 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…
5y analysis · Full analysis span regression · 6 months rolling