+234.8%
RCL vs DXCM
-35.5%
+270.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | -5.1% | -3.2% | -1.9% | -4.2% |
| 30D | -19.0% | +6.3% | -25.3% | -20.5% |
| 3M | -9.6% | +21.1% | -30.7% | -15.1% |
| 6M | -6.7% | +20.6% | -27.3% | -12.6% |
| YTD | -3.9% | +32.4% | -36.4% | -12.7% |
| 1Y | -25.1% | +8.8% | -33.9% | -28.5% |
| 3Y | +179.1% | -13.7% | +192.9% | +159.3% |
| All | +234.8% | -35.5% | +270.3% | +205.9% |
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