+404.2%
DXCM vs RY
+360.6%
+43.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.4% |
| 7D | -3.5% | -0.9% | -2.6% | -3.0% |
| 30D | -5.8% | +5.9% | -11.7% | -8.1% |
| 3M | -4.3% | -4.3% | -0.1% | -2.5% |
| 6M | +31.6% | +12.1% | +19.4% | +24.1% |
| YTD | +19.6% | +20.3% | -0.6% | +9.2% |
| 1Y | +36.9% | +41.0% | -4.1% | +16.0% |
| 3Y | -16.3% | +157.5% | -173.8% | -47.3% |
| 5Y | -50.0% | +123.2% | -173.2% | -66.3% |
| All | +404.2% | +360.6% | +43.6% | +120.5% |
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