+390.5%
DXCM vs RVTY
+221.3%
+169.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | -3.7% | -2.7% | -1.0% | -2.6% |
| 30D | -5.0% | +3.2% | -8.2% | -7.1% |
| 3M | -8.8% | +37.2% | -46.0% | -22.8% |
| 6M | +31.9% | +57.7% | -25.8% | +3.2% |
| YTD | +20.4% | +64.8% | -44.4% | -9.2% |
| 1Y | +45.7% | +72.8% | -27.1% | +6.9% |
| 3Y | -15.0% | +89.8% | -104.8% | -45.8% |
| 5Y | -48.5% | -8.4% | -40.0% | -49.7% |
| All | +390.5% | +221.3% | +169.2% | +87.5% |
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