+937.7%
RTX vs DXCM
+2,810.6%
-1,872.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.4% |
| 7D | -5.2% | -3.2% | -1.9% | -4.8% |
| 30D | -9.4% | +6.3% | -15.7% | -10.1% |
| 3M | +12.3% | +21.1% | -8.8% | +9.2% |
| 6M | -3.1% | +20.6% | -23.7% | -6.0% |
| YTD | +10.7% | +32.4% | -21.8% | +6.0% |
| 1Y | +28.4% | +8.8% | +19.6% | +25.6% |
| 3Y | +147.1% | -13.7% | +160.8% | +139.3% |
| 5Y | +167.2% | -35.2% | +202.4% | +162.5% |
| 10Y | +274.7% | +281.8% | -7.1% | +170.4% |
| All | +937.7% | +2,810.6% | -1,872.9% | +340.2% |
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 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