+2,894.9%
DXCM vs RIG
-87.4%
+2,982.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.6% |
| 7D | -3.2% | +0.9% | -4.1% | -3.4% |
| 30D | +6.3% | +13.8% | -7.5% | +4.3% |
| 3M | +21.1% | -6.4% | +27.5% | +21.8% |
| 6M | +20.6% | -8.2% | +28.7% | +20.9% |
| YTD | +32.4% | +41.6% | -9.2% | +24.2% |
| 1Y | +8.8% | +88.7% | -79.9% | -2.7% |
| 3Y | -13.7% | -30.9% | +17.1% | -14.2% |
| 5Y | -35.2% | +57.7% | -92.9% | -47.2% |
| 10Y | +281.8% | -39.3% | +321.1% | +165.6% |
| All | +2,894.9% | -87.4% | +2,982.3% | +2,974.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling