+147.4%
RTX vs DXCM
-48.7%
+196.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.1% |
| 7D | +4.8% | +4.9% | -0.2% | +4.3% |
| 30D | +6.5% | -0.2% | +6.7% | +6.4% |
| 3M | -9.6% | -8.9% | -0.7% | -9.0% |
| 6M | +12.3% | +42.3% | -29.9% | +8.1% |
| YTD | +9.5% | +25.6% | -16.1% | +6.5% |
| 1Y | +15.8% | +39.5% | -23.7% | +11.6% |
| 3Y | +157.0% | -15.3% | +172.3% | +149.6% |
| All | +147.4% | -48.7% | +196.2% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling