+260.9%
DXCM vs RVTY
+134.6%
+126.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | +0.5% |
| 7D | -6.5% | -5.4% | -1.1% | -3.9% |
| 30D | -4.3% | +6.7% | -11.1% | -7.5% |
| 3M | +7.3% | +19.0% | -11.7% | -2.5% |
| 6M | +22.0% | +34.6% | -12.6% | +3.3% |
| YTD | +26.4% | +28.3% | -1.9% | +8.6% |
| 1Y | +7.0% | +46.0% | -39.1% | -15.0% |
| 3Y | -19.6% | +16.9% | -36.5% | -33.3% |
| 5Y | -39.3% | -32.9% | -6.4% | -29.8% |
| 10Y | +260.9% | +141.6% | +119.3% | +53.9% |
| All | +260.9% | +134.6% | +126.4% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling