+212.8%
RDDT vs DXCM
-37.8%
+250.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.3% | +1.9% |
| 7D | +2.1% | -5.5% | +7.7% | +3.1% |
| 30D | +2.8% | -8.6% | +11.4% | +4.3% |
| 3M | -8.9% | +10.3% | -19.3% | -11.1% |
| 6M | +15.1% | +25.2% | -10.2% | +9.2% |
| YTD | -31.4% | +25.1% | -56.5% | -34.8% |
| 1Y | -39.4% | +9.2% | -48.7% | -41.1% |
| All | +212.8% | -37.8% | +250.6% | +216.1% |
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