-21.2%
DXCM vs RSG
+56.9%
-78.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.7% |
| 7D | -6.2% | -0.7% | -5.5% | -6.0% |
| 30D | -0.3% | +3.3% | -3.6% | -1.0% |
| 3M | +10.3% | +8.5% | +1.9% | +8.6% |
| 6M | +24.1% | -3.5% | +27.7% | +25.2% |
| YTD | +27.4% | +5.5% | +21.9% | +25.6% |
| 1Y | +8.4% | -1.7% | +10.1% | +8.8% |
| All | -21.2% | +56.9% | -78.1% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling