+393.1%
DXCM vs ROL
+214.5%
+178.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -9.2% | +0.8% | -9.9% | -9.5% |
| 30D | -6.5% | +20.6% | -27.1% | -14.5% |
| 3M | -10.3% | +4.5% | -14.7% | -12.5% |
| 6M | +35.4% | -26.5% | +61.9% | +55.5% |
| YTD | +21.1% | -34.8% | +55.9% | +46.6% |
| 1Y | +38.2% | -33.2% | +71.4% | +65.0% |
| 3Y | -14.6% | +4.5% | -19.0% | -20.3% |
| 5Y | -49.6% | +15.5% | -65.1% | -56.4% |
| 10Y | +393.1% | +217.2% | +175.8% | +134.5% |
| All | +393.1% | +214.5% | +178.6% | +134.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling