+2,605.6%
DXCM vs RMD
+1,768.8%
+836.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -5.2% |
| 7D | -3.5% | +2.3% | -5.8% | -4.4% |
| 30D | -5.8% | +4.1% | -9.9% | -7.9% |
| 3M | -4.3% | +5.7% | -10.1% | -7.3% |
| 6M | +31.6% | +12.9% | +18.7% | +23.0% |
| YTD | +19.6% | -1.5% | +21.2% | +18.9% |
| 1Y | +36.9% | -4.8% | +41.6% | +38.0% |
| 3Y | -16.3% | +57.5% | -73.8% | -35.0% |
| 5Y | -50.0% | -5.5% | -44.5% | -51.5% |
| 10Y | +413.2% | +357.8% | +55.4% | +124.4% |
| All | +2,605.6% | +1,768.8% | +836.8% | +486.1% |
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 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