-12.4%
DXCM vs RVTY
+12.6%
-25.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.2% | +1.1% | -4.3% | -3.5% |
| 30D | +6.3% | +13.2% | -6.9% | +3.1% |
| 3M | +21.1% | +27.2% | -6.2% | +13.5% |
| 6M | +20.6% | +32.4% | -11.8% | +11.3% |
| YTD | +32.4% | +34.9% | -2.4% | +21.2% |
| 1Y | +8.8% | +52.4% | -43.5% | -3.9% |
| All | -12.4% | +12.6% | -25.0% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling