-12.4%
DXCM vs ROP
-16.7%
+4.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -0.7% |
| 7D | -3.2% | -4.4% | +1.2% | -1.7% |
| 30D | +6.3% | +3.2% | +3.1% | +5.1% |
| 3M | +21.1% | +23.1% | -2.0% | +12.6% |
| 6M | +20.6% | +13.3% | +7.3% | +14.7% |
| YTD | +32.4% | -7.9% | +40.3% | +34.3% |
| 1Y | +8.8% | -22.1% | +30.9% | +17.7% |
| All | -12.4% | -16.7% | +4.3% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling