+53.9%
RGTI vs DXCM
-16.8%
+70.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | +2.5% | -6.5% | +9.0% | +4.8% |
| 30D | -13.7% | -4.3% | -9.4% | -12.4% |
| 3M | -22.6% | +7.3% | -29.9% | -25.3% |
| 6M | -13.4% | +22.0% | -35.4% | -20.7% |
| YTD | -31.2% | +26.4% | -57.6% | -37.6% |
| 1Y | -7.6% | +7.0% | -14.6% | -12.6% |
| 3Y | +669.7% | -19.6% | +689.3% | +636.5% |
| 5Y | +57.0% | -39.3% | +96.3% | +54.0% |
| All | +53.9% | -16.8% | +70.7% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling