+215.7%
RSP vs DXCM
+412.4%
-196.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.3% | -9.2% | +8.9% | +0.9% |
| 30D | +4.4% | -6.5% | +10.9% | +5.2% |
| 3M | +1.3% | -10.3% | +11.5% | +2.5% |
| 6M | +10.0% | +35.4% | -25.4% | +5.1% |
| YTD | +17.6% | +21.1% | -3.4% | +13.8% |
| 1Y | +19.2% | +38.2% | -19.0% | +13.3% |
| 3Y | +66.0% | -14.6% | +80.6% | +61.4% |
| 5Y | +50.4% | -49.6% | +100.0% | +52.3% |
| 10Y | +215.7% | +393.1% | -177.4% | +158.6% |
| All | +215.7% | +412.4% | -196.8% | +158.6% |
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 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