-16.2%
DXCM vs RJF
+77.4%
-93.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.5% |
| 7D | -3.2% | -0.6% | -2.6% | -3.0% |
| 30D | +6.3% | -1.3% | +7.6% | +6.7% |
| 3M | +21.1% | +18.9% | +2.2% | +13.8% |
| 6M | +20.6% | +15.0% | +5.5% | +14.3% |
| YTD | +32.4% | +12.2% | +20.2% | +26.4% |
| 1Y | +8.8% | +5.6% | +3.2% | +5.9% |
| All | -16.2% | +77.4% | -93.6% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling