+384.5%
DXCM vs ROK
+264.0%
+120.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +4.9% | +7.1% | -2.1% | +2.4% |
| 30D | -0.2% | -5.0% | +4.8% | +1.1% |
| 3M | -8.9% | -9.4% | +0.5% | -6.3% |
| 6M | +42.3% | -11.0% | +53.3% | +46.2% |
| YTD | +25.6% | +4.4% | +21.1% | +21.1% |
| 1Y | +39.5% | +7.4% | +32.1% | +33.3% |
| 3Y | -15.3% | +61.0% | -76.2% | -33.4% |
| 5Y | -48.4% | +30.4% | -78.8% | -57.5% |
| All | +384.5% | +264.0% | +120.6% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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