+367.2%
DXCM vs RY
+353.8%
+13.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | -9.2% | -3.0% | -6.2% | -7.9% |
| 30D | -6.5% | +6.3% | -12.7% | -8.9% |
| 3M | -10.3% | -2.6% | -7.7% | -9.3% |
| 6M | +35.4% | +13.9% | +21.5% | +26.8% |
| YTD | +21.1% | +21.7% | -0.6% | +9.9% |
| 1Y | +38.2% | +40.4% | -2.2% | +17.4% |
| 3Y | -14.6% | +161.3% | -175.9% | -46.5% |
| 5Y | -49.6% | +126.5% | -176.0% | -66.2% |
| All | +367.2% | +353.8% | +13.4% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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