+411.2%
DXCM vs ROL
+209.5%
+201.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -3.7% | +2.9% | -6.5% | -4.9% |
| 30D | -5.0% | +20.1% | -25.1% | -13.0% |
| 3M | -8.8% | +3.2% | -12.0% | -10.6% |
| 6M | +31.9% | -28.0% | +59.9% | +52.9% |
| YTD | +20.4% | -35.3% | +55.7% | +46.2% |
| 1Y | +45.7% | -33.6% | +79.4% | +74.5% |
| 3Y | -15.0% | +3.8% | -18.8% | -20.5% |
| 5Y | -48.5% | +14.4% | -62.9% | -55.3% |
| 10Y | +411.2% | +213.1% | +198.2% | +154.9% |
| All | +411.2% | +209.5% | +201.8% | +154.9% |
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