-16.3%
DXCM vs ROIV
+314.9%
-331.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.2% | -12.2% | -6.4% |
| 7D | -3.5% | +5.3% | -8.8% | -3.9% |
| 30D | -5.8% | +11.9% | -17.7% | -6.6% |
| 3M | -4.3% | +10.7% | -15.1% | -5.4% |
| 6M | +31.6% | +34.9% | -3.3% | +26.0% |
| YTD | +19.6% | +79.2% | -59.5% | +10.3% |
| 1Y | +36.9% | +89.0% | -52.1% | +25.0% |
| 3Y | -16.3% | +337.3% | -353.6% | -38.2% |
| All | -16.3% | +314.9% | -331.2% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling