+646.8%
RGTI vs DXCM
-19.0%
+665.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -0.1% | -5.8% | +5.7% | +1.7% |
| 30D | -16.2% | -5.6% | -10.6% | -14.7% |
| 3M | -22.0% | +13.0% | -35.1% | -25.7% |
| 6M | -10.8% | +24.7% | -35.4% | -18.3% |
| YTD | -31.6% | +27.3% | -58.9% | -37.5% |
| 1Y | -6.4% | +11.2% | -17.6% | -11.8% |
| All | +646.8% | -19.0% | +665.8% | +606.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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