+1,191.2%
DXCM vs RNG
+327.7%
+863.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -0.9% |
| 7D | -3.2% | +5.8% | -9.0% | -4.8% |
| 30D | +6.3% | +19.6% | -13.3% | +0.9% |
| 3M | +21.1% | +67.0% | -45.9% | +3.0% |
| 6M | +20.6% | +88.4% | -67.8% | -2.7% |
| YTD | +32.4% | +155.5% | -123.0% | -5.2% |
| 1Y | +8.8% | +141.7% | -132.8% | -21.4% |
| 3Y | -13.7% | +131.1% | -144.8% | -41.5% |
| 5Y | -35.2% | -70.6% | +35.4% | -21.0% |
| 10Y | +281.8% | +228.2% | +53.6% | +87.0% |
| All | +1,191.2% | +327.7% | +863.5% | +479.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling