-12.4%
DXCM vs RBA
+36.9%
-49.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -3.2% | -2.9% | -0.3% | -2.5% |
| 30D | +6.3% | -12.3% | +18.6% | +9.9% |
| 3M | +21.1% | -20.5% | +41.6% | +28.1% |
| 6M | +20.6% | -18.5% | +39.1% | +26.6% |
| YTD | +32.4% | -18.2% | +50.7% | +38.8% |
| 1Y | +8.8% | -27.5% | +36.3% | +17.3% |
| All | -12.4% | +36.9% | -49.3% | -12.0% |
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