+2,605.6%
DXCM vs RRC
+238.1%
+2,367.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -5.5% |
| 7D | -3.5% | -10.8% | +7.3% | -1.8% |
| 30D | -5.8% | +22.3% | -28.1% | -9.0% |
| 3M | -4.3% | +26.6% | -31.0% | -8.2% |
| 6M | +31.6% | +18.9% | +12.6% | +27.3% |
| YTD | +19.6% | +39.2% | -19.5% | +12.6% |
| 1Y | +36.9% | +34.0% | +2.9% | +29.3% |
| 3Y | -16.3% | +42.0% | -58.3% | -22.8% |
| 5Y | -50.0% | +111.9% | -161.9% | -58.5% |
| 10Y | +413.2% | +62.8% | +350.4% | +300.0% |
| All | +2,605.6% | +238.1% | +2,367.5% | +1,294.9% |
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