+2,777.7%
DXCM vs RBA
+1,291.6%
+1,486.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | +5.7% | +7.3% | -1.7% | +3.1% |
| 30D | +1.3% | +16.9% | -15.7% | -4.4% |
| 3M | +2.2% | -0.5% | +2.7% | +1.9% |
| 6M | +42.0% | -10.4% | +52.4% | +46.2% |
| YTD | +27.3% | -7.2% | +34.5% | +28.8% |
| 1Y | +42.5% | -2.2% | +44.7% | +41.3% |
| 3Y | -13.3% | +43.7% | -57.1% | -26.7% |
| 5Y | -46.8% | +38.7% | -85.5% | -55.8% |
| 10Y | +445.8% | +231.7% | +214.1% | +212.9% |
| All | +2,777.7% | +1,291.6% | +1,486.1% | +883.6% |
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