-38.6%
DXCM vs RNG
-70.8%
+32.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.5% | -2.9% |
| 7D | -6.2% | -0.8% | -5.4% | -6.1% |
| 30D | -0.3% | +11.4% | -11.7% | -2.7% |
| 3M | +10.3% | +72.1% | -61.8% | -3.0% |
| 6M | +24.1% | +67.9% | -43.8% | +8.4% |
| YTD | +27.4% | +144.3% | -117.0% | -0.3% |
| 1Y | +8.4% | +117.5% | -109.2% | -13.2% |
| 3Y | -19.0% | +123.9% | -142.9% | -39.4% |
| 5Y | -38.6% | -70.1% | +31.5% | -25.1% |
| All | -38.6% | -70.8% | +32.2% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling