+423.1%
DXCM vs ROP
+189.6%
+233.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.7% |
| 7D | -4.4% | -1.6% | -2.7% | -3.4% |
| 30D | -3.6% | +29.5% | -33.2% | -16.6% |
| 3M | -4.3% | +17.5% | -21.9% | -12.9% |
| 6M | +33.8% | +38.1% | -4.3% | +10.9% |
| YTD | +22.1% | +7.0% | +15.2% | +15.7% |
| 1Y | +47.4% | +6.5% | +40.9% | +39.8% |
| 3Y | -12.3% | -5.5% | -6.8% | -12.6% |
| 5Y | -49.1% | -0.4% | -48.7% | -51.4% |
| 10Y | +423.1% | +183.6% | +239.5% | +173.5% |
| All | +423.1% | +189.6% | +233.5% | +173.5% |
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