+2,894.9%
DXCM vs RRC
+190.8%
+2,704.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -3.2% | +1.3% | -4.5% | -3.4% |
| 30D | +6.3% | +10.1% | -3.8% | +4.8% |
| 3M | +21.1% | +4.0% | +17.1% | +20.2% |
| 6M | +20.6% | +1.6% | +19.0% | +19.8% |
| YTD | +32.4% | +19.7% | +12.7% | +28.1% |
| 1Y | +8.8% | +21.4% | -12.6% | +4.7% |
| 3Y | -13.7% | +29.7% | -43.4% | -19.1% |
| 5Y | -35.2% | +153.9% | -189.1% | -47.9% |
| 10Y | +281.8% | +10.8% | +271.0% | +222.9% |
| All | +2,894.9% | +190.8% | +2,704.1% | +1,487.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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