+384.5%
DXCM vs RNG
+234.5%
+150.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.6% |
| 7D | +4.9% | +4.6% | +0.3% | +3.6% |
| 30D | -0.2% | +0.4% | -0.6% | -0.5% |
| 3M | -8.9% | +11.4% | -20.3% | -12.2% |
| 6M | +42.3% | +95.7% | -53.4% | +15.2% |
| YTD | +25.6% | +162.9% | -137.3% | -10.7% |
| 1Y | +39.5% | +180.3% | -140.7% | -2.8% |
| 3Y | -15.3% | +188.3% | -203.6% | -46.0% |
| 5Y | -48.4% | -72.5% | +24.1% | -32.3% |
| All | +384.5% | +234.5% | +150.1% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling