+384.5%
DXCM vs RY
+351.1%
+33.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.5% |
| 7D | +4.9% | +0.6% | +4.4% | +4.7% |
| 30D | -0.2% | +5.0% | -5.2% | -2.3% |
| 3M | -8.9% | -5.3% | -3.6% | -6.7% |
| 6M | +42.3% | +13.8% | +28.4% | +33.2% |
| YTD | +25.6% | +21.0% | +4.6% | +14.2% |
| 1Y | +39.5% | +40.5% | -1.0% | +18.4% |
| 3Y | -15.3% | +159.7% | -174.9% | -46.8% |
| 5Y | -48.4% | +124.3% | -172.8% | -65.3% |
| All | +384.5% | +351.1% | +33.4% | +113.9% |
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