+273.8%
RTX vs DXCM
+421.6%
-147.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +3.4% |
| 7D | -3.2% | -4.4% | +1.2% | -2.8% |
| 30D | +5.6% | -3.6% | +9.2% | +5.9% |
| 3M | -11.7% | -4.3% | -7.3% | -11.4% |
| 6M | +12.3% | +33.8% | -21.4% | +8.2% |
| YTD | +8.2% | +22.1% | -13.9% | +5.1% |
| 1Y | +12.6% | +47.4% | -34.8% | +7.1% |
| 3Y | +152.8% | -12.3% | +165.1% | +145.3% |
| 5Y | +140.2% | -49.1% | +189.3% | +142.5% |
| 10Y | +273.8% | +423.1% | -149.3% | +212.0% |
| All | +273.8% | +421.6% | -147.8% | +212.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling