+215.6%
RSP vs DXCM
+421.6%
-206.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +2.0% |
| 7D | +0.4% | -4.4% | +4.8% | +1.0% |
| 30D | +3.7% | -3.6% | +7.3% | +4.1% |
| 3M | +0.8% | -4.3% | +5.1% | +1.2% |
| 6M | +9.1% | +33.8% | -24.7% | +4.4% |
| YTD | +16.7% | +22.1% | -5.4% | +12.8% |
| 1Y | +19.7% | +47.4% | -27.7% | +12.8% |
| 3Y | +66.7% | -12.3% | +79.0% | +61.5% |
| 5Y | +48.7% | -49.1% | +97.8% | +50.4% |
| 10Y | +215.6% | +423.1% | -207.6% | +157.6% |
| All | +215.6% | +421.6% | -206.0% | +157.6% |
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