-8.8%
DXCM vs ROIV
+270.3%
-279.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.2% | -12.2% | -6.8% |
| 7D | -3.5% | +5.3% | -8.8% | -4.2% |
| 30D | -5.8% | +11.9% | -17.7% | -7.4% |
| 3M | -4.3% | +10.7% | -15.1% | -6.3% |
| 6M | +31.6% | +34.9% | -3.3% | +24.4% |
| YTD | +19.6% | +79.2% | -59.5% | +7.8% |
| 1Y | +36.9% | +89.0% | -52.1% | +22.1% |
| 3Y | -16.3% | +337.3% | -353.6% | -35.7% |
| 5Y | -50.0% | +402.3% | -452.3% | -66.7% |
| All | -8.8% | +270.3% | -279.1% | -32.3% |
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