+423.1%
DXCM vs RBA
+236.6%
+186.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.3% |
| 7D | -4.4% | +2.5% | -6.9% | -5.1% |
| 30D | -3.6% | +11.6% | -15.2% | -7.2% |
| 3M | -4.3% | +1.5% | -5.8% | -5.2% |
| 6M | +33.8% | -6.6% | +40.4% | +35.8% |
| YTD | +22.1% | -6.3% | +28.4% | +23.2% |
| 1Y | +47.4% | -4.0% | +51.4% | +47.4% |
| 3Y | -12.3% | +47.3% | -59.5% | -25.8% |
| 5Y | -49.1% | +47.7% | -96.8% | -58.3% |
| 10Y | +423.1% | +224.7% | +198.4% | +217.7% |
| All | +423.1% | +236.6% | +186.6% | +217.7% |
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