+2,894.9%
DXCM vs ROL
+1,839.6%
+1,055.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.3% |
| 7D | -3.2% | -1.4% | -1.8% | -2.5% |
| 30D | +6.3% | -4.1% | +10.4% | +8.7% |
| 3M | +21.1% | -22.5% | +43.6% | +39.0% |
| 6M | +20.6% | -37.7% | +58.2% | +55.7% |
| YTD | +32.4% | -39.6% | +72.0% | +73.1% |
| 1Y | +8.8% | -36.0% | +44.9% | +36.8% |
| 3Y | -13.7% | -5.1% | -8.6% | -15.6% |
| 5Y | -35.2% | -3.4% | -31.8% | -38.5% |
| 10Y | +281.8% | +215.2% | +66.6% | +68.6% |
| All | +2,894.9% | +1,839.6% | +1,055.3% | +448.8% |
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