+44.6%
DXCM vs ROL
-34.1%
+78.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.8% | +3.9% | +5.9% |
| 7D | +12.5% | +14.6% | -2.0% | +8.7% |
| 30D | +1.8% | +29.3% | -27.5% | -5.0% |
| 3M | +1.8% | +2.0% | -0.2% | +2.1% |
| 6M | +47.4% | -28.5% | +75.9% | +63.6% |
| YTD | +33.3% | -35.3% | +68.6% | +54.4% |
| 1Y | +44.6% | -34.7% | +79.3% | +67.1% |
| All | +44.6% | -34.1% | +78.8% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling