-36.3%
DXCM vs RIG
+60.3%
-96.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.8% |
| 7D | -3.2% | +0.9% | -4.1% | -3.3% |
| 30D | +6.3% | +13.8% | -7.5% | +5.0% |
| 3M | +21.1% | -6.4% | +27.5% | +21.5% |
| 6M | +20.6% | -8.2% | +28.7% | +20.8% |
| YTD | +32.4% | +41.6% | -9.2% | +27.0% |
| 1Y | +8.8% | +88.7% | -79.9% | +1.3% |
| 3Y | -13.7% | -30.9% | +17.1% | -14.9% |
| All | -36.3% | +60.3% | -96.5% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling