+252.9%
DXCM vs RRC
+7.9%
+245.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.6% | -3.8% |
| 7D | -6.2% | -1.2% | -5.0% | -6.1% |
| 30D | -0.3% | +9.4% | -9.7% | -1.0% |
| 3M | +10.3% | +7.4% | +2.9% | +9.6% |
| 6M | +24.1% | +1.5% | +22.7% | +23.7% |
| YTD | +27.4% | +19.4% | +8.0% | +25.1% |
| 1Y | +8.4% | +24.2% | -15.9% | +5.9% |
| 3Y | -19.0% | +32.8% | -51.8% | -21.7% |
| 5Y | -38.6% | +152.9% | -191.5% | -44.5% |
| 10Y | +252.9% | +3.9% | +249.1% | +235.4% |
| All | +252.9% | +7.9% | +245.0% | +235.4% |
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