+47.8%
DXCM vs RBA
-4.2%
+52.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.4% |
| 7D | -4.4% | +2.5% | -6.9% | -5.0% |
| 30D | -3.6% | +11.6% | -15.2% | -6.5% |
| 3M | -4.3% | +1.5% | -5.8% | -4.5% |
| 6M | +33.8% | -6.6% | +40.4% | +36.3% |
| YTD | +22.1% | -6.3% | +28.4% | +23.4% |
| All | +47.8% | -4.2% | +52.0% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling