-38.6%
DXCM vs RJF
+105.7%
-144.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.9% | -3.4% |
| 7D | -6.2% | +1.8% | -8.0% | -7.0% |
| 30D | -0.3% | 0.0% | -0.3% | -0.3% |
| 3M | +10.3% | +18.0% | -7.6% | +2.1% |
| 6M | +24.1% | +17.0% | +7.2% | +14.8% |
| YTD | +27.4% | +11.1% | +16.2% | +20.2% |
| 1Y | +8.4% | +8.0% | +0.4% | +3.3% |
| 3Y | -19.0% | +73.3% | -92.3% | -39.5% |
| 5Y | -38.6% | +107.4% | -146.0% | -57.3% |
| All | -38.6% | +105.7% | -144.3% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling