+95.3%
RKT vs DXCM
-18.8%
+114.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +2.6% |
| 7D | +17.7% | -3.5% | +21.2% | +18.3% |
| 30D | +31.6% | -5.8% | +37.4% | +32.8% |
| 3M | +13.9% | -4.3% | +18.3% | +14.7% |
| 6M | +2.8% | +31.6% | -28.8% | -1.1% |
| YTD | -22.2% | +19.6% | -41.9% | -24.3% |
| 1Y | -3.5% | +36.9% | -40.4% | -7.3% |
| 3Y | +95.3% | -16.3% | +111.5% | +77.6% |
| All | +95.3% | -18.8% | +114.1% | +77.6% |
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