-16.3%
DXCM vs ROL
+3.8%
-20.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -5.3% |
| 7D | -3.5% | +9.5% | -13.0% | -6.1% |
| 30D | -5.8% | +22.9% | -28.7% | -11.7% |
| 3M | -4.3% | +3.5% | -7.9% | -5.3% |
| 6M | +31.6% | -29.4% | +60.9% | +47.7% |
| YTD | +19.6% | -36.1% | +55.7% | +38.4% |
| 1Y | +36.9% | -34.4% | +71.2% | +56.6% |
| 3Y | -16.3% | +4.0% | -20.3% | -30.8% |
| All | -16.3% | +3.8% | -20.1% | -30.8% |
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