+2,637.6%
DXCM vs RMBS
+498.2%
+2,139.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.5% |
| 7D | -9.2% | +3.0% | -12.2% | -10.0% |
| 30D | -6.5% | -15.5% | +9.0% | -4.2% |
| 3M | -10.3% | -11.5% | +1.2% | -9.6% |
| 6M | +35.4% | -36.5% | +72.0% | +42.3% |
| YTD | +21.1% | -7.1% | +28.2% | +14.4% |
| 1Y | +38.2% | -18.7% | +56.9% | +33.6% |
| 3Y | -14.6% | +36.2% | -50.7% | -30.8% |
| 5Y | -49.6% | +252.0% | -301.6% | -67.2% |
| 10Y | +393.1% | +561.2% | -168.1% | +174.8% |
| All | +2,637.6% | +498.2% | +2,139.5% | +1,109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling