+263.3%
DXCM vs RSG
+425.0%
-161.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -5.8% | -1.8% | -4.0% | -4.9% |
| 30D | -5.6% | +2.8% | -8.4% | -7.0% |
| 3M | +13.0% | +4.3% | +8.7% | +10.5% |
| 6M | +24.7% | -0.5% | +25.2% | +24.4% |
| YTD | +27.3% | +5.2% | +22.1% | +22.9% |
| 1Y | +11.2% | -2.1% | +13.3% | +11.4% |
| 3Y | -19.0% | +56.5% | -75.5% | -39.6% |
| 5Y | -38.5% | +89.5% | -128.0% | -59.6% |
| All | +263.3% | +425.0% | -161.7% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling