+8.4%
DXCM vs RVTY
+48.7%
-40.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.4% | -3.3% |
| 7D | -6.2% | +0.4% | -6.6% | -6.3% |
| 30D | -0.3% | +10.8% | -11.1% | -2.4% |
| 3M | +10.3% | +26.8% | -16.5% | +4.1% |
| 6M | +24.1% | +39.3% | -15.2% | +13.6% |
| YTD | +27.4% | +31.6% | -4.3% | +17.4% |
| 1Y | +8.4% | +47.7% | -39.3% | -2.4% |
| All | +8.4% | +48.7% | -40.3% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RVTY 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling