+292.2%
RCL vs DXCM
-48.7%
+340.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.3% |
| 7D | -1.2% | +4.9% | -6.1% | -2.6% |
| 30D | +17.8% | -0.2% | +18.0% | +17.7% |
| 3M | +4.9% | -8.9% | +13.8% | +7.3% |
| 6M | +23.7% | +42.3% | -18.6% | +9.6% |
| YTD | +17.8% | +25.6% | -7.7% | +8.1% |
| 1Y | +28.9% | +39.5% | -10.6% | +14.4% |
| 3Y | +241.9% | -15.3% | +257.2% | +218.3% |
| All | +292.2% | -48.7% | +340.9% | +302.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling