-49.6%
DXCM vs RBA
+47.4%
-96.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -9.2% | +0.6% | -9.8% | -9.3% |
| 30D | -6.5% | +9.0% | -15.4% | -9.0% |
| 3M | -10.3% | +7.2% | -17.4% | -12.3% |
| 6M | +35.4% | -7.8% | +43.2% | +38.0% |
| YTD | +21.1% | -6.4% | +27.4% | +22.2% |
| 1Y | +38.2% | -4.2% | +42.4% | +38.5% |
| 3Y | -14.6% | +64.1% | -78.6% | -28.4% |
| 5Y | -49.6% | +48.4% | -98.0% | -55.7% |
| All | -49.6% | +47.4% | -96.9% | -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