-49.6%
DXCM vs RL
+243.2%
-292.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -3.6% | +2.4% | -6.0% | -4.4% |
| 30D | -4.3% | +4.6% | -8.9% | -5.7% |
| 3M | -10.4% | -1.1% | -9.2% | -10.2% |
| 6M | +33.1% | +16.5% | +16.6% | +25.0% |
| YTD | +22.6% | +11.4% | +11.2% | +16.3% |
| 1Y | +36.5% | +16.1% | +20.4% | +27.4% |
| 3Y | -13.5% | +252.6% | -266.1% | -49.1% |
| 5Y | -49.6% | +244.9% | -294.5% | -72.4% |
| All | -49.6% | +243.2% | -292.8% | -72.4% |
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