-15.3%
DXCM vs RIG
-16.1%
+0.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.8% | +2.0% |
| 7D | +4.9% | +5.7% | -0.8% | +4.4% |
| 30D | -0.2% | -0.7% | +0.5% | -0.5% |
| 3M | -8.9% | -3.1% | -5.8% | -9.1% |
| 6M | +42.3% | -16.3% | +58.6% | +43.5% |
| YTD | +25.6% | +34.1% | -8.6% | +20.0% |
| 1Y | +39.5% | +38.2% | +1.4% | +32.9% |
| 3Y | -15.3% | -15.3% | 0.0% | -22.7% |
| All | -15.3% | -16.1% | +0.8% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling