+720.6%
RSP vs DXCM
+2,696.7%
-1,976.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.7% | -2.2% |
| 7D | -1.4% | +5.7% | -7.1% | -2.3% |
| 30D | +2.1% | +1.3% | +0.9% | +1.8% |
| 3M | -0.9% | +2.2% | -3.1% | -1.4% |
| 6M | +7.5% | +42.0% | -34.5% | +1.4% |
| YTD | +14.6% | +27.3% | -12.7% | +9.5% |
| 1Y | +17.6% | +42.5% | -24.9% | +10.5% |
| 3Y | +60.8% | -13.3% | +74.1% | +55.8% |
| 5Y | +46.1% | -46.8% | +93.0% | +48.4% |
| 10Y | +221.4% | +445.8% | -224.4% | +112.3% |
| All | +720.6% | +2,696.7% | -1,976.1% | +219.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling