+252.9%
DXCM vs ROP
+134.1%
+118.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -1.0% | -2.2% |
| 7D | -6.2% | -5.4% | -0.8% | -3.3% |
| 30D | -0.3% | -1.6% | +1.4% | +0.6% |
| 3M | +10.3% | +18.8% | -8.5% | -0.2% |
| 6M | +24.1% | +8.2% | +15.9% | +17.9% |
| YTD | +27.4% | -10.5% | +37.8% | +33.6% |
| 1Y | +8.4% | -23.7% | +32.1% | +24.6% |
| 3Y | -19.0% | -17.9% | -1.1% | -13.0% |
| 5Y | -38.6% | -15.3% | -23.2% | -35.6% |
| 10Y | +252.9% | +133.4% | +119.6% | +95.2% |
| All | +252.9% | +134.1% | +118.8% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling