-36.3%
DXCM vs ROIV
+250.7%
-287.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.2% |
| 7D | -3.2% | +0.6% | -3.8% | -3.3% |
| 30D | +6.3% | +1.0% | +5.4% | +6.1% |
| 3M | +21.1% | +18.3% | +2.8% | +17.6% |
| 6M | +20.6% | +18.3% | +2.2% | +16.8% |
| YTD | +32.4% | +61.0% | -28.5% | +21.9% |
| 1Y | +8.8% | +177.9% | -169.0% | -8.4% |
| 3Y | -13.7% | +199.1% | -212.8% | -29.9% |
| All | -36.3% | +250.7% | -287.0% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling