+210.3%
RSP vs DXCM
+391.0%
-180.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +1.8% | -3.6% | +5.4% | +2.2% |
| 30D | +3.5% | -4.3% | +7.8% | +4.0% |
| 3M | +0.2% | -10.4% | +10.6% | +1.5% |
| 6M | +9.1% | +33.1% | -24.0% | +4.5% |
| YTD | +16.6% | +22.6% | -6.0% | +12.6% |
| 1Y | +17.9% | +36.5% | -18.6% | +12.3% |
| 3Y | +64.6% | -13.5% | +78.1% | +59.8% |
| 5Y | +48.4% | -49.6% | +98.1% | +50.3% |
| All | +210.3% | +391.0% | -180.7% | +154.9% |
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