+2,894.9%
DXCM vs RRX
+708.8%
+2,186.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -3.2% | +3.4% | -6.7% | -4.6% |
| 30D | +6.3% | -11.1% | +17.5% | +11.3% |
| 3M | +21.1% | -23.7% | +44.8% | +31.9% |
| 6M | +20.6% | -22.0% | +42.6% | +27.6% |
| YTD | +32.4% | +16.5% | +16.0% | +16.5% |
| 1Y | +8.8% | +11.5% | -2.7% | -3.3% |
| 3Y | -13.7% | +1.5% | -15.3% | -26.4% |
| 5Y | -35.2% | +18.3% | -53.4% | -50.2% |
| 10Y | +281.8% | +209.8% | +72.0% | +58.6% |
| All | +2,894.9% | +708.8% | +2,186.1% | +579.4% |
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