+2,777.7%
DXCM vs RL
+1,219.0%
+1,558.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.3% | +2.8% | -1.8% |
| 7D | +5.7% | -4.7% | +10.3% | +7.6% |
| 30D | +1.3% | +3.6% | -2.3% | 0.0% |
| 3M | +2.2% | +0.5% | +1.6% | +1.7% |
| 6M | +42.0% | +6.6% | +35.4% | +37.0% |
| YTD | +27.3% | +8.8% | +18.4% | +21.2% |
| 1Y | +42.5% | +21.8% | +20.7% | +29.8% |
| 3Y | -13.3% | +245.8% | -259.2% | -49.0% |
| 5Y | -46.8% | +230.0% | -276.8% | -69.1% |
| 10Y | +445.8% | +369.4% | +76.3% | +137.0% |
| All | +2,777.7% | +1,219.0% | +1,558.7% | +470.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling