+39.5%
DXCM vs RNG
+176.7%
-137.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.5% |
| 7D | +4.9% | +4.6% | +0.3% | +4.4% |
| 30D | -0.2% | +0.4% | -0.6% | -0.4% |
| 3M | -8.9% | +11.4% | -20.3% | -10.2% |
| 6M | +42.3% | +95.7% | -53.4% | +32.4% |
| YTD | +25.6% | +162.9% | -137.3% | +14.3% |
| 1Y | +39.5% | +180.3% | -140.7% | +27.0% |
| All | +39.5% | +176.7% | -137.1% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling