+423.1%
DXCM vs RRC
+63.1%
+360.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | -4.4% | -10.3% | +6.0% | -3.5% |
| 30D | -3.6% | +19.5% | -23.1% | -5.1% |
| 3M | -4.3% | +27.9% | -32.3% | -6.5% |
| 6M | +33.8% | +21.2% | +12.6% | +31.3% |
| YTD | +22.1% | +39.6% | -17.4% | +18.2% |
| 1Y | +47.4% | +31.3% | +16.1% | +43.3% |
| 3Y | -12.3% | +51.9% | -64.2% | -16.2% |
| 5Y | -49.1% | +110.2% | -159.3% | -53.4% |
| 10Y | +423.1% | +56.7% | +366.5% | +401.7% |
| All | +423.1% | +63.1% | +360.1% | +401.7% |
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