+41.6%
RKT vs DXCM
-17.7%
+59.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | +2.1% | -3.2% | +5.3% | +2.6% |
| 30D | +1.4% | +6.3% | -4.9% | +0.5% |
| 3M | +6.3% | +21.1% | -14.8% | +3.1% |
| 6M | -15.5% | +20.6% | -36.0% | -18.1% |
| YTD | -27.4% | +32.4% | -59.8% | -30.4% |
| 1Y | -26.6% | +8.8% | -35.4% | -28.4% |
| All | +41.6% | -17.7% | +59.3% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling