+411.2%
DXCM vs ROST
+317.2%
+94.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -3.7% | +3.2% | -6.8% | -4.7% |
| 30D | -5.0% | +7.4% | -12.4% | -7.5% |
| 3M | -8.8% | -6.1% | -2.8% | -6.8% |
| 6M | +31.9% | +6.2% | +25.6% | +27.9% |
| YTD | +20.4% | +33.4% | -13.0% | +6.8% |
| 1Y | +45.7% | +48.8% | -3.1% | +23.7% |
| 3Y | -15.0% | +99.5% | -114.6% | -36.6% |
| 5Y | -48.5% | +112.7% | -161.1% | -63.6% |
| 10Y | +411.2% | +316.4% | +94.8% | +182.7% |
| All | +411.2% | +317.2% | +94.1% | +182.7% |
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