+2,662.2%
DXCM vs RIG
-88.9%
+2,751.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.3% |
| 7D | -4.4% | -17.0% | +12.7% | -1.9% |
| 30D | -3.6% | -6.2% | +2.6% | -3.1% |
| 3M | -4.3% | -1.7% | -2.6% | -4.7% |
| 6M | +33.8% | -19.2% | +53.0% | +36.6% |
| YTD | +22.1% | +25.2% | -3.0% | +15.9% |
| 1Y | +47.4% | +29.9% | +17.5% | +39.0% |
| 3Y | -12.3% | -21.3% | +9.0% | -14.8% |
| 5Y | -49.1% | +40.5% | -89.6% | -57.8% |
| 10Y | +423.1% | -49.6% | +472.7% | +279.4% |
| All | +2,662.2% | -88.9% | +2,751.1% | +2,769.9% |
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