+260.9%
DXCM vs RNG
+215.2%
+45.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -6.5% | -4.1% | -2.4% | -5.4% |
| 30D | -4.3% | +8.6% | -12.9% | -6.7% |
| 3M | +7.3% | +78.0% | -70.7% | -10.0% |
| 6M | +22.0% | +67.0% | -45.0% | +2.5% |
| YTD | +26.4% | +142.4% | -116.0% | -7.7% |
| 1Y | +7.0% | +120.4% | -113.5% | -20.1% |
| 3Y | -19.6% | +122.1% | -141.7% | -44.7% |
| 5Y | -39.3% | -69.8% | +30.6% | -24.4% |
| 10Y | +260.9% | +223.4% | +37.5% | +60.6% |
| All | +260.9% | +215.2% | +45.7% | +60.6% |
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