+30.8%
RTX vs DXCM
+6.5%
+24.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.8% |
| 7D | -3.1% | -6.2% | +3.1% | -2.8% |
| 30D | -10.6% | -0.3% | -10.3% | -10.6% |
| 3M | +11.6% | +10.3% | +1.3% | +10.8% |
| 6M | -4.5% | +24.1% | -28.6% | -6.3% |
| YTD | +9.6% | +27.4% | -17.8% | +7.4% |
| 1Y | +30.8% | +8.4% | +22.5% | +28.9% |
| All | +30.8% | +6.5% | +24.3% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling