+725.5%
RSP vs DXCM
+2,810.6%
-2,085.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 3M | +4.3% | +21.1% | -16.8% | +1.0% |
| 6M | +8.8% | +20.6% | -11.8% | +5.2% |
| YTD | +15.3% | +32.4% | -17.2% | +9.7% |
| 1Y | +18.3% | +8.8% | +9.4% | +15.4% |
| 3Y | +52.8% | -13.7% | +66.5% | +47.8% |
| 5Y | +51.7% | -35.2% | +86.9% | +49.5% |
| 10Y | +208.5% | +281.8% | -73.3% | +115.2% |
| All | +725.5% | +2,810.6% | -2,085.1% | +220.3% |
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 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