-36.3%
DXCM vs RMD
-19.3%
-16.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.8% |
| 7D | -3.2% | -5.0% | +1.8% | -0.9% |
| 30D | +6.3% | +2.2% | +4.1% | +5.0% |
| 3M | +21.1% | +17.8% | +3.2% | +11.3% |
| 6M | +20.6% | -11.3% | +31.9% | +26.8% |
| YTD | +32.4% | -4.4% | +36.9% | +34.1% |
| 1Y | +8.8% | -15.7% | +24.6% | +16.9% |
| 3Y | -13.7% | +47.7% | -61.5% | -32.1% |
| All | -36.3% | -19.3% | -16.9% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling