-16.3%
DXCM vs RY
+155.6%
-171.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.5% |
| 7D | -3.5% | -0.9% | -2.6% | -3.0% |
| 30D | -5.8% | +5.9% | -11.7% | -7.4% |
| 3M | -4.3% | -4.3% | -0.1% | -2.9% |
| 6M | +31.6% | +12.1% | +19.4% | +25.0% |
| YTD | +19.6% | +20.3% | -0.6% | +10.5% |
| 1Y | +36.9% | +41.0% | -4.1% | +19.8% |
| 3Y | -16.3% | +157.5% | -173.8% | -32.3% |
| All | -16.3% | +155.6% | -171.8% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling