+2,605.6%
DXCM vs RIG
-88.7%
+2,694.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.7% | -8.7% | -6.4% |
| 7D | -3.5% | -24.5% | +21.0% | +0.2% |
| 30D | -5.8% | -2.8% | -3.0% | -5.8% |
| 3M | -4.3% | +1.6% | -5.9% | -5.2% |
| 6M | +31.6% | -15.9% | +47.5% | +33.5% |
| YTD | +19.6% | +26.9% | -7.2% | +13.4% |
| 1Y | +36.9% | +34.4% | +2.5% | +28.4% |
| 3Y | -16.3% | -21.2% | +4.9% | -18.7% |
| 5Y | -50.0% | +46.4% | -96.4% | -58.8% |
| 10Y | +413.2% | -45.8% | +459.0% | +264.7% |
| All | +2,605.6% | -88.7% | +2,694.4% | +2,705.9% |
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