+2,894.9%
DXCM vs ROST
+3,869.8%
-974.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -3.2% | +0.9% | -4.2% | -3.6% |
| 30D | +6.3% | -8.9% | +15.2% | +10.9% |
| 3M | +21.1% | -0.8% | +21.9% | +20.8% |
| 6M | +20.6% | +8.5% | +12.1% | +14.9% |
| YTD | +32.4% | +28.6% | +3.9% | +15.8% |
| 1Y | +8.8% | +52.3% | -43.5% | -12.7% |
| 3Y | -13.7% | +94.8% | -108.6% | -39.8% |
| 5Y | -35.2% | +110.8% | -145.9% | -58.1% |
| 10Y | +281.8% | +304.5% | -22.7% | +53.5% |
| All | +2,894.9% | +3,869.8% | -974.9% | +148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling