+2,605.6%
DXCM vs ROL
+1,952.7%
+652.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -4.8% |
| 7D | -3.5% | +9.5% | -13.0% | -8.2% |
| 30D | -5.8% | +22.9% | -28.7% | -16.3% |
| 3M | -4.3% | +3.5% | -7.9% | -7.0% |
| 6M | +31.6% | -29.4% | +60.9% | +57.4% |
| YTD | +19.6% | -36.1% | +55.7% | +50.4% |
| 1Y | +36.9% | -34.4% | +71.2% | +69.1% |
| 3Y | -16.3% | +4.0% | -20.3% | -22.2% |
| 5Y | -50.0% | +13.2% | -63.2% | -56.7% |
| 10Y | +413.2% | +219.7% | +193.5% | +124.8% |
| All | +2,605.6% | +1,952.7% | +652.9% | +376.8% |
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 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