+2,662.2%
DXCM vs ROK
+981.9%
+1,680.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +0.5% |
| 7D | -4.4% | -11.5% | +7.2% | +0.7% |
| 30D | -3.6% | -10.0% | +6.4% | +0.5% |
| 3M | -4.3% | -11.4% | +7.1% | +0.2% |
| 6M | +33.8% | -13.7% | +47.4% | +40.5% |
| YTD | +22.1% | +1.0% | +21.1% | +18.3% |
| 1Y | +47.4% | +5.6% | +41.8% | +39.6% |
| 3Y | -12.3% | +59.1% | -71.3% | -35.4% |
| 5Y | -49.1% | +26.1% | -75.2% | -59.0% |
| 10Y | +423.1% | +266.4% | +156.7% | +122.2% |
| All | +2,662.2% | +981.9% | +1,680.2% | +403.5% |
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