-3.0%
DXCM vs ROIV
+248.8%
-251.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.2% | -0.3% | -4.0% |
| 7D | +5.7% | -2.4% | +8.1% | +6.0% |
| 30D | +1.3% | +3.1% | -1.8% | +0.8% |
| 3M | +2.2% | +5.8% | -3.7% | +0.7% |
| 6M | +42.0% | +29.3% | +12.7% | +35.1% |
| YTD | +27.3% | +68.8% | -41.5% | +15.7% |
| 1Y | +42.5% | +81.0% | -38.5% | +27.9% |
| 3Y | -13.3% | +294.6% | -308.0% | -32.4% |
| 5Y | -46.8% | +373.1% | -420.0% | -64.3% |
| All | -3.0% | +248.8% | -251.7% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling