+39.4%
DXCM vs RVMD
+644.5%
-605.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -3.2% | +1.0% | -4.2% | -3.4% |
| 30D | +6.3% | +6.4% | -0.1% | +5.3% |
| 3M | +21.1% | +34.9% | -13.8% | +15.3% |
| 6M | +20.6% | +107.6% | -87.0% | +5.6% |
| YTD | +32.4% | +163.7% | -131.2% | +9.8% |
| 1Y | +8.8% | +439.2% | -430.4% | -20.9% |
| 3Y | -13.7% | +499.2% | -512.9% | -41.7% |
| 5Y | -35.2% | +621.7% | -656.9% | -61.2% |
| All | +39.4% | +644.5% | -605.1% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling