+393.1%
DXCM vs RRC
+72.2%
+320.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -9.2% | -0.5% | -8.7% | -9.2% |
| 30D | -6.5% | +25.2% | -31.7% | -8.3% |
| 3M | -10.3% | +27.8% | -38.1% | -12.2% |
| 6M | +35.4% | +27.2% | +8.2% | +32.4% |
| YTD | +21.1% | +48.2% | -27.1% | +16.6% |
| 1Y | +38.2% | +34.7% | +3.5% | +34.1% |
| 3Y | -14.6% | +62.2% | -76.8% | -18.9% |
| 5Y | -49.6% | +130.9% | -180.5% | -54.2% |
| 10Y | +393.1% | +73.4% | +319.7% | +374.5% |
| All | +393.1% | +72.2% | +320.9% | +374.5% |
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