+393.1%
DXCM vs RMBS
+579.1%
-186.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.6% |
| 7D | -9.2% | +3.0% | -12.2% | -10.1% |
| 30D | -6.5% | -15.5% | +9.0% | -3.9% |
| 3M | -10.3% | -11.5% | +1.2% | -9.5% |
| 6M | +35.4% | -36.5% | +72.0% | +43.1% |
| YTD | +21.1% | -7.1% | +28.2% | +11.6% |
| 1Y | +38.2% | -18.7% | +56.9% | +31.3% |
| 3Y | -14.6% | +36.2% | -50.7% | -37.0% |
| 5Y | -49.6% | +252.0% | -301.6% | -75.6% |
| 10Y | +393.1% | +561.2% | -168.1% | +68.1% |
| All | +393.1% | +579.1% | -186.0% | +68.1% |
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