+384.5%
DXCM vs RRX
+200.5%
+184.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +3.0% |
| 7D | +4.9% | +4.3% | +0.6% | +3.7% |
| 30D | -0.2% | +12.3% | -12.5% | -3.8% |
| 3M | -8.9% | +3.7% | -12.6% | -10.7% |
| 6M | +42.3% | -13.9% | +56.2% | +44.0% |
| YTD | +25.6% | +26.5% | -0.9% | +11.5% |
| 1Y | +39.5% | +29.3% | +10.2% | +22.9% |
| 3Y | -15.3% | +65.6% | -80.8% | -34.8% |
| 5Y | -48.4% | +10.6% | -59.1% | -56.3% |
| All | +384.5% | +200.5% | +184.1% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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