-11.1%
RKT vs DXCM
+47.0%
-58.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | 0.0% |
| 7D | +10.3% | -4.4% | +14.7% | +12.2% |
| 30D | +32.3% | -3.6% | +35.9% | +34.0% |
| 3M | +10.7% | -4.3% | +15.1% | +12.1% |
| 6M | -3.2% | +33.8% | -36.9% | -16.4% |
| YTD | -21.5% | +22.1% | -43.7% | -29.1% |
| All | -11.1% | +47.0% | -58.0% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling