-36.3%
DXCM vs RCAT
+183.7%
-220.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.9% |
| 7D | -3.2% | -1.4% | -1.8% | -3.2% |
| 30D | +6.3% | -3.3% | +9.7% | +6.4% |
| 3M | +21.1% | -43.2% | +64.3% | +23.4% |
| 6M | +20.6% | -43.2% | +63.8% | +22.0% |
| YTD | +32.4% | +5.5% | +26.9% | +30.1% |
| 1Y | +8.8% | -1.6% | +10.5% | +6.1% |
| 3Y | -13.7% | +773.7% | -787.4% | -27.0% |
| All | -36.3% | +183.7% | -220.0% | -45.3% |
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 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