-8.2%
DXCM vs ROIV
+292.3%
-300.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -3.7% | +14.3% | -18.0% | -5.4% |
| 30D | -5.0% | +16.2% | -21.2% | -7.1% |
| 3M | -8.8% | +15.1% | -23.9% | -11.2% |
| 6M | +31.9% | +44.2% | -12.4% | +23.6% |
| YTD | +20.4% | +89.8% | -69.4% | +7.6% |
| 1Y | +45.7% | +94.6% | -48.8% | +29.6% |
| 3Y | -15.0% | +367.5% | -382.6% | -35.3% |
| 5Y | -48.5% | +421.4% | -469.9% | -66.0% |
| All | -8.2% | +292.3% | -300.5% | -32.4% |
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