+33.0%
DXCM vs RVMD
+636.2%
-603.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -6.5% | -0.7% | -5.7% | -6.4% |
| 30D | -4.3% | +0.3% | -4.6% | -4.4% |
| 3M | +7.3% | +38.9% | -31.6% | +1.7% |
| 6M | +22.0% | +108.1% | -86.1% | +6.8% |
| YTD | +26.4% | +160.7% | -134.4% | +5.0% |
| 1Y | +7.0% | +407.3% | -400.3% | -21.4% |
| 3Y | -19.6% | +546.6% | -566.2% | -46.5% |
| 5Y | -39.3% | +579.8% | -619.1% | -63.3% |
| All | +33.0% | +636.2% | -603.2% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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