-36.3%
DXCM vs RL
+238.1%
-274.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.1% | -2.7% |
| 7D | -3.2% | -0.8% | -2.4% | -3.0% |
| 30D | +6.3% | -7.8% | +14.1% | +9.0% |
| 3M | +21.1% | -4.0% | +25.1% | +22.1% |
| 6M | +20.6% | -1.9% | +22.5% | +20.0% |
| YTD | +32.4% | -0.2% | +32.6% | +30.6% |
| 1Y | +8.8% | +10.7% | -1.8% | +3.2% |
| 3Y | -13.7% | +210.8% | -224.5% | -45.4% |
| All | -36.3% | +238.1% | -274.4% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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