-16.2%
DXCM vs ROK
+48.5%
-64.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -3.2% | +0.7% | -3.9% | -3.4% |
| 30D | +6.3% | -3.3% | +9.7% | +7.1% |
| 3M | +21.1% | -5.9% | +27.0% | +22.2% |
| 6M | +20.6% | +13.9% | +6.7% | +16.1% |
| YTD | +32.4% | +12.6% | +19.9% | +27.8% |
| 1Y | +8.8% | +28.6% | -19.8% | +2.1% |
| All | -16.2% | +48.5% | -64.7% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling