-49.1%
DXCM vs ROK
+25.9%
-75.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +0.8% |
| 7D | -4.4% | -11.5% | +7.2% | -0.4% |
| 30D | -3.6% | -10.0% | +6.4% | -0.4% |
| 3M | -4.3% | -11.4% | +7.1% | -0.8% |
| 6M | +33.8% | -13.7% | +47.4% | +39.0% |
| YTD | +22.1% | +1.0% | +21.1% | +18.7% |
| 1Y | +47.4% | +5.6% | +41.8% | +40.6% |
| 3Y | -12.3% | +59.1% | -71.3% | -34.0% |
| 5Y | -49.1% | +26.1% | -75.2% | -57.3% |
| All | -49.1% | +25.9% | -75.0% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling