+373.3%
DXCM vs RMD
+346.1%
+27.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -4.3% | +1.9% | -6.2% | -5.5% |
| 3M | -10.4% | +6.3% | -16.7% | -13.2% |
| 6M | +33.1% | +18.2% | +14.9% | +22.1% |
| YTD | +22.6% | +0.3% | +22.4% | +21.0% |
| 1Y | +36.5% | -4.3% | +40.8% | +37.4% |
| 3Y | -13.5% | +71.3% | -84.7% | -34.9% |
| 5Y | -49.6% | -1.8% | -47.9% | -51.9% |
| All | +373.3% | +346.1% | +27.1% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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