+36.9%
DXCM vs RCAT
-56.7%
+93.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +18.6% | -24.6% | -6.6% |
| 7D | -3.5% | -12.7% | +9.2% | -2.9% |
| 30D | -5.8% | -34.3% | +28.5% | -4.0% |
| 3M | -4.3% | -53.4% | +49.1% | -1.1% |
| 6M | +31.6% | -62.0% | +93.5% | +36.4% |
| YTD | +19.6% | -49.1% | +68.7% | +20.4% |
| 1Y | +36.9% | -53.1% | +90.0% | +38.4% |
| All | +36.9% | -56.7% | +93.6% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling