-19.0%
DXCM vs RVMD
+545.7%
-564.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.8% |
| 7D | -6.2% | -1.2% | -5.0% | -6.2% |
| 30D | -0.3% | +1.1% | -1.3% | -0.4% |
| 3M | +10.3% | +39.6% | -29.3% | +7.9% |
| 6M | +24.1% | +110.7% | -86.6% | +17.1% |
| YTD | +27.4% | +160.3% | -132.9% | +16.6% |
| 1Y | +8.4% | +404.9% | -396.5% | -8.2% |
| 3Y | -19.0% | +545.5% | -564.4% | -38.0% |
| All | -19.0% | +545.7% | -564.6% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling