-39.3%
DXCM vs RSG
+90.2%
-129.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | -4.3% | +3.7% | -8.0% | -5.8% |
| 3M | +7.3% | +6.2% | +1.1% | +4.5% |
| 6M | +22.0% | -2.8% | +24.8% | +23.3% |
| YTD | +26.4% | +5.9% | +20.5% | +22.4% |
| 1Y | +7.0% | -1.8% | +8.8% | +7.3% |
| 3Y | -19.6% | +57.5% | -77.1% | -40.2% |
| 5Y | -39.3% | +91.1% | -130.4% | -63.7% |
| All | -39.3% | +90.2% | -129.5% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling