-50.1%
DXCM vs ROP
+1.1%
-51.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -4.3% |
| 7D | -3.5% | +2.1% | -5.6% | -4.4% |
| 30D | -5.8% | +32.9% | -38.7% | -19.9% |
| 3M | -4.3% | +20.0% | -24.4% | -14.0% |
| 6M | +31.6% | +36.4% | -4.9% | +9.2% |
| YTD | +19.6% | +7.8% | +11.8% | +13.9% |
| 1Y | +36.9% | +8.0% | +28.9% | +29.9% |
| 3Y | -16.3% | -3.5% | -12.8% | -18.1% |
| All | -50.1% | +1.1% | -51.3% | -57.1% |
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 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