-18.3%
DXCM vs RCAT
+387.5%
-405.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | -9.2% | +7.2% | -16.4% | -9.5% |
| 30D | -6.5% | -20.4% | +13.9% | -5.9% |
| 3M | -10.3% | -59.8% | +49.5% | -7.6% |
| 6M | +35.4% | -61.9% | +97.3% | +38.9% |
| YTD | +21.1% | -45.9% | +67.0% | +21.9% |
| 1Y | +38.2% | -50.5% | +88.7% | +39.2% |
| All | -18.3% | +387.5% | -405.8% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling