+423.1%
DXCM vs RCAT
-99.6%
+522.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.4% | -9.3% | +2.0% |
| 7D | -4.4% | +1.1% | -5.5% | -4.4% |
| 30D | -3.6% | -22.0% | +18.4% | -3.5% |
| 3M | -4.3% | -51.1% | +46.8% | -4.0% |
| 6M | +33.8% | -56.6% | +90.4% | +34.2% |
| YTD | +22.1% | -43.3% | +65.4% | +22.3% |
| 1Y | +47.4% | -51.5% | +98.9% | +47.6% |
| 3Y | -12.3% | +411.4% | -423.6% | -13.3% |
| 5Y | -49.1% | +74.4% | -123.5% | -49.6% |
| 10Y | +423.1% | -99.6% | +522.7% | +459.4% |
| All | +423.1% | -99.6% | +522.7% | +459.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling