+384.5%
DXCM vs RBA
+207.2%
+177.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.1% |
| 7D | +4.9% | +1.7% | +3.2% | +4.3% |
| 30D | -0.2% | +8.3% | -8.5% | -2.9% |
| 3M | -8.9% | +10.5% | -19.5% | -12.2% |
| 6M | +42.3% | -5.9% | +48.1% | +44.0% |
| YTD | +25.6% | -6.9% | +32.4% | +26.9% |
| 1Y | +39.5% | -4.9% | +44.4% | +40.0% |
| 3Y | -15.3% | +64.5% | -79.7% | -30.9% |
| 5Y | -48.4% | +46.1% | -94.5% | -57.6% |
| All | +384.5% | +207.2% | +177.4% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling