-48.1%
DXCM vs RCAT
+41.8%
-89.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +2.5% |
| 7D | +4.9% | -5.9% | +10.9% | +5.1% |
| 30D | -0.2% | -19.7% | +19.5% | +0.5% |
| 3M | -8.9% | -62.9% | +53.9% | -5.4% |
| 6M | +42.3% | -59.6% | +101.8% | +46.3% |
| YTD | +25.6% | -52.1% | +77.6% | +26.9% |
| 1Y | +39.5% | -50.9% | +90.4% | +40.6% |
| 3Y | -15.3% | +333.8% | -349.1% | -28.4% |
| All | -48.1% | +41.8% | -89.9% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling