-12.3%
DXCM vs ROK
+57.9%
-70.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.3% |
| 7D | -4.4% | -11.5% | +7.2% | -1.9% |
| 30D | -3.6% | -10.0% | +6.4% | -1.6% |
| 3M | -4.3% | -11.4% | +7.1% | -2.1% |
| 6M | +33.8% | -13.7% | +47.4% | +37.0% |
| YTD | +22.1% | +1.0% | +21.1% | +20.0% |
| 1Y | +47.4% | +5.6% | +41.8% | +43.4% |
| 3Y | -12.3% | +59.1% | -71.3% | -24.6% |
| All | -12.3% | +57.9% | -70.1% | -24.6% |
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