-24.1%
RKT vs DXCM
-26.3%
+2.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.6% |
| 7D | -9.0% | +4.9% | -13.9% | -10.1% |
| 30D | +30.2% | -0.2% | +30.4% | +30.2% |
| 3M | -8.8% | -8.9% | +0.1% | -6.8% |
| 6M | -0.9% | +42.3% | -43.2% | -10.1% |
| YTD | -29.2% | +25.6% | -54.7% | -33.7% |
| 1Y | -20.1% | +39.5% | -59.6% | -27.0% |
| 3Y | +81.3% | -15.3% | +96.6% | +71.8% |
| 5Y | -6.6% | -48.4% | +41.8% | -3.4% |
| All | -24.1% | -26.3% | +2.2% | -27.7% |
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