+260.9%
DXCM vs RIG
-44.3%
+305.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -6.5% | -8.2% | +1.7% | -5.9% |
| 30D | -4.3% | -0.2% | -4.1% | -4.3% |
| 3M | +7.3% | -2.7% | +10.0% | +7.3% |
| 6M | +22.0% | -7.5% | +29.5% | +22.2% |
| YTD | +26.4% | +38.3% | -11.9% | +22.8% |
| 1Y | +7.0% | +81.8% | -74.9% | +1.7% |
| 3Y | -19.6% | -30.2% | +10.6% | -20.1% |
| 5Y | -39.3% | +59.9% | -99.2% | -44.5% |
| 10Y | +260.9% | -41.9% | +302.8% | +194.5% |
| All | +260.9% | -44.3% | +305.2% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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