-38.6%
DXCM vs RMBS
+260.2%
-298.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.1% |
| 7D | -6.2% | +3.0% | -9.2% | -6.7% |
| 30D | -0.3% | -14.4% | +14.2% | +2.2% |
| 3M | +10.3% | -42.8% | +53.2% | +20.5% |
| 6M | +24.1% | -1.4% | +25.5% | +17.4% |
| YTD | +27.4% | -5.4% | +32.8% | +19.8% |
| 1Y | +8.4% | +18.6% | -10.2% | -5.5% |
| 3Y | -19.0% | +57.3% | -76.3% | -41.3% |
| 5Y | -38.6% | +265.7% | -304.3% | -74.3% |
| All | -38.6% | +260.2% | -298.8% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling