+275.2%
RTX vs DXCM
+256.6%
+18.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.6% |
| 7D | -3.1% | -6.2% | +3.1% | -2.4% |
| 30D | -10.6% | -0.3% | -10.3% | -10.6% |
| 3M | +11.6% | +10.3% | +1.3% | +10.2% |
| 6M | -4.5% | +24.1% | -28.6% | -7.1% |
| YTD | +9.6% | +27.4% | -17.8% | +6.2% |
| 1Y | +30.8% | +8.4% | +22.5% | +28.6% |
| 3Y | +152.8% | -19.0% | +171.8% | +147.7% |
| 5Y | +167.1% | -38.6% | +205.7% | +163.7% |
| 10Y | +275.2% | +252.9% | +22.2% | +229.2% |
| All | +275.2% | +256.6% | +18.5% | +229.2% |
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