-38.6%
DXCM vs ROK
+46.6%
-85.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.8% | -3.4% |
| 7D | -6.2% | +2.8% | -9.0% | -7.2% |
| 30D | -0.3% | -2.4% | +2.1% | +0.6% |
| 3M | +10.3% | -4.7% | +15.0% | +11.6% |
| 6M | +24.1% | +16.8% | +7.4% | +15.3% |
| YTD | +27.4% | +11.4% | +16.0% | +20.3% |
| 1Y | +8.4% | +26.2% | -17.8% | -2.9% |
| 3Y | -19.0% | +51.9% | -70.8% | -36.1% |
| 5Y | -38.6% | +46.4% | -85.0% | -51.4% |
| All | -38.6% | +46.6% | -85.2% | -51.4% |
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