+2,605.6%
DXCM vs RVTY
+794.2%
+1,811.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.8% | -8.8% | -7.5% |
| 7D | -3.5% | -1.2% | -2.3% | -3.5% |
| 30D | -5.8% | +1.0% | -6.8% | -7.2% |
| 3M | -4.3% | +35.8% | -40.2% | -20.1% |
| 6M | +31.6% | +56.7% | -25.1% | +0.5% |
| YTD | +19.6% | +60.7% | -41.1% | -11.4% |
| 1Y | +36.9% | +73.7% | -36.8% | -3.2% |
| 3Y | -16.3% | +82.8% | -99.0% | -46.9% |
| 5Y | -50.0% | -7.0% | -43.0% | -54.1% |
| 10Y | +413.2% | +212.3% | +200.8% | +120.6% |
| All | +2,605.6% | +794.2% | +1,811.4% | +548.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling