+252.9%
DXCM vs RMD
+265.7%
-12.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -2.4% |
| 7D | -6.2% | -4.5% | -1.8% | -4.3% |
| 30D | -0.3% | +4.6% | -4.9% | -2.3% |
| 3M | +10.3% | +14.8% | -4.5% | +3.2% |
| 6M | +24.1% | -12.1% | +36.2% | +30.6% |
| YTD | +27.4% | -7.5% | +34.8% | +30.8% |
| 1Y | +8.4% | -20.1% | +28.4% | +18.8% |
| 3Y | -19.0% | +53.9% | -72.9% | -35.9% |
| 5Y | -38.6% | -22.2% | -16.4% | -35.0% |
| 10Y | +252.9% | +268.2% | -15.3% | +87.2% |
| All | +252.9% | +265.7% | -12.7% | +87.2% |
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