+393.1%
DXCM vs RNG
+248.5%
+144.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.1% |
| 7D | -9.2% | -3.5% | -5.7% | -8.2% |
| 30D | -6.5% | -3.8% | -2.7% | -5.7% |
| 3M | -10.3% | +18.6% | -28.8% | -15.0% |
| 6M | +35.4% | +69.2% | -33.8% | +14.1% |
| YTD | +21.1% | +161.9% | -140.8% | -13.8% |
| 1Y | +38.2% | +176.2% | -138.0% | -3.3% |
| 3Y | -14.6% | +174.5% | -189.1% | -44.8% |
| 5Y | -49.6% | -71.9% | +22.4% | -34.3% |
| 10Y | +393.1% | +235.4% | +157.7% | +126.3% |
| All | +393.1% | +248.5% | +144.6% | +126.3% |
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