-84.4%
RIVN vs DXCM
-44.4%
-40.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | -2.1% | -3.2% | +1.2% | -1.0% |
| 30D | +1.2% | +6.3% | -5.2% | -0.9% |
| 3M | -13.1% | +21.1% | -34.2% | -19.6% |
| 6M | +5.5% | +20.6% | -15.1% | -2.9% |
| YTD | -20.1% | +32.4% | -52.6% | -28.8% |
| 1Y | +14.9% | +8.8% | +6.0% | +8.4% |
| 3Y | -32.5% | -13.7% | -18.7% | -39.4% |
| All | -84.4% | -44.4% | -40.0% | -82.5% |
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