-39.3%
DXCM vs RRX
+16.5%
-55.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.1% |
| 7D | -6.5% | -0.7% | -5.8% | -6.3% |
| 30D | -4.3% | -8.0% | +3.7% | -2.3% |
| 3M | +7.3% | -25.1% | +32.3% | +14.2% |
| 6M | +22.0% | -18.3% | +40.3% | +24.9% |
| YTD | +26.4% | +14.2% | +12.2% | +15.4% |
| 1Y | +7.0% | +13.0% | -6.1% | -2.5% |
| 3Y | -19.6% | +4.2% | -23.8% | -29.1% |
| 5Y | -39.3% | +17.9% | -57.2% | -50.7% |
| All | -39.3% | +16.5% | -55.8% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling