-36.3%
DXCM vs ROL
-3.8%
-32.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -3.2% | -1.4% | -1.8% | -2.6% |
| 30D | +6.3% | -4.1% | +10.4% | +8.3% |
| 3M | +21.1% | -22.5% | +43.6% | +35.3% |
| 6M | +20.6% | -37.7% | +58.2% | +48.3% |
| YTD | +32.4% | -39.6% | +72.0% | +64.5% |
| 1Y | +8.8% | -36.0% | +44.9% | +30.9% |
| 3Y | -13.7% | -5.1% | -8.6% | -17.1% |
| All | -36.3% | -3.8% | -32.5% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling