+2,894.9%
DXCM vs RSG
+1,446.0%
+1,448.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.4% |
| 7D | -3.2% | +0.3% | -3.5% | -3.4% |
| 30D | +6.3% | +7.6% | -1.2% | +2.0% |
| 3M | +21.1% | +7.4% | +13.7% | +16.0% |
| 6M | +20.6% | -3.3% | +23.8% | +22.1% |
| YTD | +32.4% | +6.0% | +26.4% | +26.9% |
| 1Y | +8.8% | -3.7% | +12.5% | +9.9% |
| 3Y | -13.7% | +59.1% | -72.8% | -36.5% |
| 5Y | -35.2% | +89.0% | -124.2% | -57.3% |
| 10Y | +281.8% | +412.5% | -130.7% | +35.7% |
| All | +2,894.9% | +1,446.0% | +1,448.9% | +482.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling