+45.4%
RSP vs DXCM
-50.2%
+95.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +0.4% |
| 7D | -1.0% | -3.5% | +2.5% | -0.6% |
| 30D | +2.6% | -5.8% | +8.4% | +3.3% |
| 3M | -0.8% | -4.3% | +3.6% | -0.4% |
| 6M | +6.3% | +31.6% | -25.3% | +1.6% |
| YTD | +14.1% | +19.6% | -5.5% | +10.4% |
| 1Y | +18.0% | +36.9% | -18.9% | +11.9% |
| 3Y | +61.0% | -16.3% | +77.3% | +55.0% |
| All | +45.4% | -50.2% | +95.5% | +45.3% |
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