+11.2%
DXCM vs RNG
+120.2%
-109.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.9% |
| 7D | -5.8% | -9.6% | +3.8% | -4.7% |
| 30D | -5.6% | +8.8% | -14.4% | -6.5% |
| 3M | +13.0% | +78.6% | -65.6% | +6.1% |
| 6M | +24.7% | +70.3% | -45.6% | +17.1% |
| YTD | +27.3% | +140.3% | -113.0% | +15.6% |
| 1Y | +11.2% | +126.6% | -115.4% | -0.3% |
| All | +11.2% | +120.2% | -109.0% | -0.3% |
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 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