+2,673.1%
DXCM vs ROL
+1,961.2%
+711.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.1% |
| 7D | -3.6% | -1.7% | -1.9% | -2.7% |
| 30D | -4.3% | +18.5% | -22.8% | -13.2% |
| 3M | -10.4% | +4.3% | -14.7% | -13.2% |
| 6M | +33.1% | -27.7% | +60.8% | +57.2% |
| YTD | +22.6% | -35.8% | +58.4% | +53.7% |
| 1Y | +36.5% | -34.1% | +70.6% | +68.3% |
| 3Y | -13.5% | +2.9% | -16.4% | -19.1% |
| 5Y | -49.6% | +12.7% | -62.4% | -56.3% |
| 10Y | +399.5% | +212.6% | +186.9% | +121.9% |
| All | +2,673.1% | +1,961.2% | +711.9% | +387.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling