+196.2%
RDDT vs DXCM
-36.7%
+232.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -2.7% |
| 7D | +3.3% | -6.2% | +9.5% | +4.4% |
| 30D | -7.6% | -0.3% | -7.4% | -7.7% |
| 3M | -12.7% | +10.3% | -23.0% | -14.7% |
| 6M | +7.2% | +24.1% | -17.0% | +1.9% |
| YTD | -35.0% | +27.4% | -62.4% | -38.4% |
| 1Y | -35.0% | +8.4% | -43.4% | -36.7% |
| All | +196.2% | -36.7% | +232.8% | +198.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling