+261.1%
RCL vs DXCM
-50.2%
+311.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.4% | +3.1% |
| 7D | +6.5% | -3.5% | +10.0% | +7.6% |
| 30D | +15.9% | -5.8% | +21.7% | +17.7% |
| 3M | +2.7% | -4.3% | +7.0% | +3.5% |
| 6M | +15.2% | +31.6% | -16.3% | +4.4% |
| YTD | +19.2% | +19.6% | -0.4% | +10.9% |
| 1Y | +31.6% | +36.9% | -5.3% | +17.3% |
| 3Y | +274.2% | -16.3% | +290.5% | +248.0% |
| All | +261.1% | -50.2% | +311.3% | +259.9% |
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