+2,637.6%
DXCM vs RRX
+809.4%
+1,828.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.1% |
| 7D | -9.2% | +5.4% | -14.6% | -11.3% |
| 30D | -6.5% | +12.0% | -18.5% | -11.7% |
| 3M | -10.3% | +6.1% | -16.4% | -13.9% |
| 6M | +35.4% | -13.2% | +48.6% | +37.0% |
| YTD | +21.1% | +31.0% | -9.9% | -0.1% |
| 1Y | +38.2% | +38.8% | -0.5% | +10.8% |
| 3Y | -14.6% | +70.3% | -84.9% | -42.6% |
| 5Y | -49.6% | +15.5% | -65.1% | -61.0% |
| 10Y | +393.1% | +213.7% | +179.4% | +104.5% |
| All | +2,637.6% | +809.4% | +1,828.2% | +482.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling