+2,894.9%
DXCM vs RCAT
-100.0%
+2,994.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -2.0% |
| 7D | -3.2% | -1.4% | -1.8% | -3.2% |
| 30D | +6.3% | -3.3% | +9.7% | +6.3% |
| 3M | +21.1% | -43.2% | +64.3% | +21.3% |
| 6M | +20.6% | -43.2% | +63.8% | +20.7% |
| YTD | +32.4% | +5.5% | +26.9% | +32.2% |
| 1Y | +8.8% | -1.6% | +10.5% | +8.6% |
| 3Y | -13.7% | +773.7% | -787.4% | -14.9% |
| 5Y | -35.2% | +187.6% | -222.8% | -36.0% |
| 10Y | +281.8% | -98.5% | +380.3% | +261.3% |
| All | +2,894.9% | -100.0% | +2,994.8% | +2,021.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling