+390.5%
DXCM vs RMBS
+542.5%
-152.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.7% | -8.4% | +4.7% | -2.4% |
| 30D | -5.0% | -24.9% | +19.9% | 0.0% |
| 3M | -8.8% | -15.8% | +7.0% | -7.1% |
| 6M | +31.9% | -37.5% | +69.4% | +39.6% |
| YTD | +20.4% | -12.1% | +32.5% | +12.3% |
| 1Y | +45.7% | -27.0% | +72.7% | +41.9% |
| 3Y | -15.0% | +28.8% | -43.8% | -36.6% |
| 5Y | -48.5% | +236.2% | -284.7% | -74.9% |
| All | +390.5% | +542.5% | -152.0% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling