-18.3%
DXCM vs RRX
+70.4%
-88.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -9.2% | +5.4% | -14.6% | -10.0% |
| 30D | -6.5% | +12.0% | -18.5% | -8.6% |
| 3M | -10.3% | +6.1% | -16.4% | -11.6% |
| 6M | +35.4% | -13.2% | +48.6% | +37.0% |
| YTD | +21.1% | +31.0% | -9.9% | +9.8% |
| 1Y | +38.2% | +38.8% | -0.5% | +23.4% |
| All | -18.3% | +70.4% | -88.7% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling