+50.4%
RSP vs DXCM
-48.4%
+98.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.3% | -9.2% | +8.9% | +1.0% |
| 30D | +4.4% | -6.5% | +10.9% | +5.3% |
| 3M | +1.3% | -10.3% | +11.5% | +2.6% |
| 6M | +10.0% | +35.4% | -25.4% | +4.8% |
| YTD | +17.6% | +21.1% | -3.4% | +13.6% |
| 1Y | +19.2% | +38.2% | -19.0% | +13.0% |
| 3Y | +66.0% | -14.6% | +80.6% | +59.3% |
| 5Y | +50.4% | -49.6% | +100.0% | +50.4% |
| All | +50.4% | -48.4% | +98.8% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling