-15.0%
DXCM vs RBA
+51.9%
-66.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -3.7% | +3.2% | -6.9% | -4.5% |
| 30D | -5.0% | +12.0% | -17.0% | -8.0% |
| 3M | -8.8% | +2.9% | -11.7% | -9.7% |
| 6M | +31.9% | -6.3% | +38.1% | +33.7% |
| YTD | +20.4% | -5.9% | +26.3% | +21.6% |
| 1Y | +45.7% | -3.9% | +49.6% | +46.2% |
| 3Y | -15.0% | +64.9% | -79.9% | -24.6% |
| All | -15.0% | +51.9% | -66.9% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling