+2,637.6%
DXCM vs RBA
+1,304.7%
+1,333.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -9.2% | +0.6% | -9.8% | -9.4% |
| 30D | -6.5% | +9.0% | -15.4% | -9.4% |
| 3M | -10.3% | +7.2% | -17.4% | -12.7% |
| 6M | +35.4% | -7.8% | +43.2% | +38.1% |
| YTD | +21.1% | -6.4% | +27.4% | +22.2% |
| 1Y | +38.2% | -4.2% | +42.4% | +38.2% |
| 3Y | -14.6% | +64.1% | -78.6% | -30.9% |
| 5Y | -49.6% | +48.4% | -98.0% | -59.1% |
| 10Y | +393.1% | +209.9% | +183.2% | +190.2% |
| All | +2,637.6% | +1,304.7% | +1,333.0% | +832.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling