+2,894.9%
DXCM vs ROP
+1,342.5%
+1,552.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | +0.3% |
| 7D | -3.2% | -4.4% | +1.2% | -0.3% |
| 30D | +6.3% | +3.2% | +3.1% | +4.0% |
| 3M | +21.1% | +23.1% | -2.0% | +5.1% |
| 6M | +20.6% | +13.3% | +7.3% | +9.9% |
| YTD | +32.4% | -7.9% | +40.3% | +36.8% |
| 1Y | +8.8% | -22.1% | +30.9% | +25.1% |
| 3Y | -13.7% | -16.8% | +3.1% | -7.4% |
| 5Y | -35.2% | -13.5% | -21.7% | -32.1% |
| 10Y | +281.8% | +137.7% | +144.1% | +87.3% |
| All | +2,894.9% | +1,342.5% | +1,552.4% | +344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling