+31.6%
DXCM vs RVTY
+66.1%
-34.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.8% | -8.8% | -6.1% |
| 7D | -3.5% | -1.2% | -2.3% | -3.4% |
| 30D | -5.8% | +1.0% | -6.8% | -6.1% |
| 3M | -4.3% | +35.8% | -40.2% | -7.2% |
| 6M | +31.6% | +56.7% | -25.1% | +23.3% |
| All | +31.6% | +66.1% | -34.5% | +23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling