+7.0%
DXCM vs RY
+45.1%
-38.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.4% |
| 7D | -6.5% | -0.5% | -6.0% | -6.3% |
| 30D | -4.3% | -1.9% | -2.4% | -3.7% |
| 3M | +7.3% | +5.1% | +2.1% | +2.9% |
| 6M | +22.0% | +28.2% | -6.1% | +3.7% |
| YTD | +26.4% | +22.9% | +3.5% | +8.8% |
| 1Y | +7.0% | +45.5% | -38.5% | -14.2% |
| All | +7.0% | +45.1% | -38.1% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling