+260.9%
DXCM vs ROST
+299.2%
-38.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.1% |
| 7D | -6.5% | -2.2% | -4.2% | -5.7% |
| 30D | -4.3% | -11.4% | +7.1% | +0.1% |
| 3M | +7.3% | -1.6% | +8.9% | +7.5% |
| 6M | +22.0% | +6.8% | +15.2% | +18.1% |
| YTD | +26.4% | +25.8% | +0.6% | +14.5% |
| 1Y | +7.0% | +52.4% | -45.4% | -10.3% |
| 3Y | -19.6% | +94.4% | -114.0% | -39.6% |
| 5Y | -39.3% | +108.2% | -147.5% | -56.9% |
| 10Y | +260.9% | +308.5% | -47.6% | +77.5% |
| All | +260.9% | +299.2% | -38.2% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling