-16.3%
DXCM vs ROP
-3.8%
-12.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -4.9% |
| 7D | -3.5% | +2.1% | -5.6% | -4.1% |
| 30D | -5.8% | +32.9% | -38.7% | -14.9% |
| 3M | -4.3% | +20.0% | -24.4% | -10.3% |
| 6M | +31.6% | +36.4% | -4.9% | +17.1% |
| YTD | +19.6% | +7.8% | +11.8% | +15.3% |
| 1Y | +36.9% | +8.0% | +28.9% | +31.7% |
| 3Y | -16.3% | -3.5% | -12.8% | -13.1% |
| All | -16.3% | -3.8% | -12.5% | -13.1% |
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