+53.0%
RSP vs DXCM
-35.5%
+88.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | -0.8% | -3.2% | +2.4% | -0.3% |
| 30D | -0.3% | +6.3% | -6.7% | -1.2% |
| 3M | +4.3% | +21.1% | -16.8% | +1.2% |
| 6M | +8.8% | +20.6% | -11.8% | +5.5% |
| YTD | +15.3% | +32.4% | -17.2% | +10.1% |
| 1Y | +18.3% | +8.8% | +9.4% | +15.7% |
| 3Y | +52.8% | -13.7% | +66.5% | +47.0% |
| All | +53.0% | -35.5% | +88.5% | +45.5% |
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