+8.8%
DXCM vs RBRK
+6.4%
+2.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.1% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | +6.3% | +10.4% | -4.1% | +5.7% |
| 3M | +21.1% | +21.6% | -0.6% | +19.8% |
| 6M | +20.6% | +70.7% | -50.1% | +18.4% |
| YTD | +32.4% | +22.5% | +10.0% | +29.6% |
| 1Y | +8.8% | +8.2% | +0.6% | +7.8% |
| All | +8.8% | +6.4% | +2.4% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling