-18.3%
DXCM vs ROL
+4.8%
-23.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -9.2% | +0.8% | -9.9% | -9.4% |
| 30D | -6.5% | +20.6% | -27.1% | -11.7% |
| 3M | -10.3% | +4.5% | -14.7% | -11.4% |
| 6M | +35.4% | -26.5% | +61.9% | +49.8% |
| YTD | +21.1% | -34.8% | +55.9% | +39.0% |
| 1Y | +38.2% | -33.2% | +71.4% | +57.0% |
| All | -18.3% | +4.8% | -23.1% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling