+373.3%
DXCM vs RRC
+71.8%
+301.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -3.6% | +2.5% | -6.2% | -3.8% |
| 30D | -4.3% | +21.1% | -25.5% | -5.9% |
| 3M | -10.4% | +28.4% | -38.7% | -12.4% |
| 6M | +33.1% | +26.5% | +6.7% | +30.2% |
| YTD | +22.6% | +47.0% | -24.4% | +18.2% |
| 1Y | +36.5% | +35.2% | +1.3% | +32.5% |
| 3Y | -13.5% | +61.0% | -74.4% | -17.7% |
| 5Y | -49.6% | +133.6% | -183.3% | -54.3% |
| All | +373.3% | +71.8% | +301.4% | +354.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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