+2,894.9%
DXCM vs RMD
+1,713.6%
+1,181.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.7% |
| 6M | +20.6% | -11.3% | +31.9% | +26.4% |
| YTD | +32.4% | -4.4% | +36.9% | +33.9% |
| 1Y | +8.8% | -15.7% | +24.6% | +16.6% |
| 3Y | -13.7% | +47.7% | -61.5% | -30.9% |
| 5Y | -35.2% | -19.2% | -16.0% | -32.4% |
| 10Y | +281.8% | +280.4% | +1.4% | +82.9% |
| All | +2,894.9% | +1,713.6% | +1,181.3% | +560.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling