-48.1%
DXCM vs ROP
+1.9%
-50.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.1% |
| 7D | +4.9% | +0.7% | +4.2% | +4.5% |
| 30D | -0.2% | +28.8% | -29.0% | -13.5% |
| 3M | -8.9% | +21.1% | -30.0% | -18.5% |
| 6M | +42.3% | +52.5% | -10.3% | +10.5% |
| YTD | +25.6% | +8.9% | +16.7% | +18.9% |
| 1Y | +39.5% | +8.2% | +31.3% | +32.5% |
| 3Y | -15.3% | -5.2% | -10.1% | -15.5% |
| All | -48.1% | +1.9% | -50.0% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling