-48.1%
DXCM vs RMBS
+240.2%
-288.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +2.9% |
| 7D | +4.9% | +10.3% | -5.4% | +3.2% |
| 30D | -0.2% | -10.7% | +10.6% | +1.1% |
| 3M | -8.9% | -17.2% | +8.3% | -7.2% |
| 6M | +42.3% | -39.0% | +81.3% | +50.0% |
| YTD | +25.6% | -10.5% | +36.1% | +17.7% |
| 1Y | +39.5% | -11.0% | +50.5% | +30.6% |
| 3Y | -15.3% | +31.3% | -46.6% | -34.9% |
| All | -48.1% | +240.2% | -288.3% | -79.4% |
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