-15.3%
DXCM vs RSG
+66.5%
-81.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +4.9% | +2.5% | +2.4% | +4.3% |
| 30D | -0.2% | +12.7% | -12.9% | -3.1% |
| 3M | -8.9% | +17.9% | -26.8% | -12.5% |
| 6M | +42.3% | +25.0% | +17.3% | +34.9% |
| YTD | +25.6% | +20.8% | +4.7% | +19.7% |
| 1Y | +39.5% | +24.3% | +15.3% | +31.6% |
| 3Y | -15.3% | +65.3% | -80.5% | -23.8% |
| All | -15.3% | +66.5% | -81.7% | -23.8% |
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