+380.4%
RCL vs DXCM
+410.2%
-29.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.4% | +2.7% |
| 7D | +6.5% | -3.5% | +10.0% | +7.4% |
| 30D | +15.9% | -5.8% | +21.7% | +17.3% |
| 3M | +2.7% | -4.3% | +7.0% | +3.3% |
| 6M | +15.2% | +31.6% | -16.3% | +6.9% |
| YTD | +19.2% | +19.6% | -0.4% | +12.9% |
| 1Y | +31.6% | +36.9% | -5.3% | +20.6% |
| 3Y | +274.2% | -16.3% | +290.5% | +261.3% |
| 5Y | +250.1% | -50.0% | +300.1% | +259.4% |
| All | +380.4% | +410.2% | -29.7% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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