+2,623.0%
DXCM vs ROK
+1,003.6%
+1,619.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.3% |
| 7D | -3.7% | -11.0% | +7.4% | +1.1% |
| 30D | -5.0% | -8.2% | +3.2% | -1.9% |
| 3M | -8.8% | -8.5% | -0.4% | -5.9% |
| 6M | +31.9% | -12.0% | +43.8% | +37.2% |
| YTD | +20.4% | +3.1% | +17.3% | +15.6% |
| 1Y | +45.7% | +2.9% | +42.9% | +39.9% |
| 3Y | -15.0% | +60.7% | -75.7% | -37.8% |
| 5Y | -48.5% | +29.5% | -78.0% | -59.0% |
| 10Y | +411.2% | +262.6% | +148.6% | +118.7% |
| All | +2,623.0% | +1,003.6% | +1,619.4% | +391.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling