-50.1%
DXCM vs RBA
+37.7%
-87.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.6% | -5.6% |
| 7D | -3.5% | +4.3% | -7.8% | -4.7% |
| 30D | -5.8% | +16.3% | -22.1% | -10.2% |
| 3M | -4.3% | +1.3% | -5.7% | -5.0% |
| 6M | +31.6% | -11.1% | +42.6% | +35.5% |
| YTD | +19.6% | -8.5% | +28.1% | +21.7% |
| 1Y | +36.9% | -2.1% | +39.0% | +36.1% |
| 3Y | -16.3% | +44.6% | -60.8% | -27.1% |
| All | -50.1% | +37.7% | -87.8% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling