-36.3%
DXCM vs RBA
+45.3%
-81.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -3.2% | -2.9% | -0.3% | -2.3% |
| 30D | +6.3% | -12.3% | +18.6% | +10.5% |
| 3M | +21.1% | -20.5% | +41.6% | +29.3% |
| 6M | +20.6% | -18.5% | +39.1% | +27.6% |
| YTD | +32.4% | -18.2% | +50.7% | +39.6% |
| 1Y | +8.8% | -27.5% | +36.3% | +18.9% |
| 3Y | -13.7% | +38.1% | -51.8% | -24.1% |
| All | -36.3% | +45.3% | -81.5% | -47.7% |
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