+393.1%
DXCM vs RMD
+349.2%
+43.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | -0.3% |
| 7D | -9.2% | -0.8% | -8.4% | -8.8% |
| 30D | -6.5% | +1.7% | -8.2% | -7.5% |
| 3M | -10.3% | +6.4% | -16.6% | -13.1% |
| 6M | +35.4% | +20.7% | +14.7% | +23.1% |
| YTD | +21.1% | -0.2% | +21.2% | +19.7% |
| 1Y | +38.2% | -4.5% | +42.7% | +39.2% |
| 3Y | -14.6% | +70.5% | -85.1% | -35.5% |
| 5Y | -49.6% | -1.6% | -48.0% | -51.9% |
| 10Y | +393.1% | +342.7% | +50.4% | +170.3% |
| All | +393.1% | +349.2% | +43.9% | +170.3% |
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