+423.1%
DXCM vs RIG
-46.5%
+469.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.2% |
| 7D | -4.4% | -17.0% | +12.7% | -3.2% |
| 30D | -3.6% | -6.2% | +2.6% | -3.4% |
| 3M | -4.3% | -1.7% | -2.6% | -4.5% |
| 6M | +33.8% | -19.2% | +53.0% | +35.1% |
| YTD | +22.1% | +25.2% | -3.0% | +19.1% |
| 1Y | +47.4% | +29.9% | +17.5% | +43.3% |
| 3Y | -12.3% | -21.3% | +9.0% | -13.7% |
| 5Y | -49.1% | +40.5% | -89.6% | -53.1% |
| 10Y | +423.1% | -49.6% | +472.7% | +344.6% |
| All | +423.1% | -46.5% | +469.6% | +344.6% |
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