+260.9%
DXCM vs RMBS
+557.5%
-296.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.0% |
| 7D | -6.5% | +3.5% | -9.9% | -7.2% |
| 30D | -4.3% | -8.6% | +4.3% | -2.7% |
| 3M | +7.3% | -40.3% | +47.6% | +18.3% |
| 6M | +22.0% | -1.0% | +23.0% | +14.4% |
| YTD | +26.4% | -4.6% | +31.0% | +17.6% |
| 1Y | +7.0% | +17.6% | -10.6% | -8.4% |
| 3Y | -19.6% | +58.6% | -78.3% | -43.4% |
| 5Y | -39.3% | +270.9% | -310.2% | -70.8% |
| 10Y | +260.9% | +569.1% | -308.2% | +22.0% |
| All | +260.9% | +557.5% | -296.6% | +22.0% |
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