-6.9%
DXCM vs ROIV
+287.3%
-294.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | +1.5% |
| 7D | -4.4% | +13.3% | -17.7% | -6.0% |
| 30D | -3.6% | +14.8% | -18.4% | -5.6% |
| 3M | -4.3% | +11.9% | -16.3% | -6.4% |
| 6M | +33.8% | +42.4% | -8.6% | +25.6% |
| YTD | +22.1% | +87.4% | -65.3% | +9.4% |
| 1Y | +47.4% | +97.2% | -49.8% | +30.8% |
| 3Y | -12.3% | +375.7% | -387.9% | -33.4% |
| 5Y | -49.1% | +379.0% | -428.1% | -66.3% |
| All | -6.9% | +287.3% | -294.2% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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