+2,637.6%
DXCM vs RRC
+259.9%
+2,377.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -9.2% | -0.5% | -8.7% | -9.1% |
| 30D | -6.5% | +25.2% | -31.7% | -10.0% |
| 3M | -10.3% | +27.8% | -38.1% | -14.0% |
| 6M | +35.4% | +27.2% | +8.2% | +29.7% |
| YTD | +21.1% | +48.2% | -27.1% | +12.8% |
| 1Y | +38.2% | +34.7% | +3.5% | +30.5% |
| 3Y | -14.6% | +62.2% | -76.8% | -22.8% |
| 5Y | -49.6% | +130.9% | -180.5% | -58.7% |
| 10Y | +393.1% | +73.4% | +319.7% | +281.0% |
| All | +2,637.6% | +259.9% | +2,377.8% | +1,297.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling