+2,662.2%
DXCM vs ROST
+3,986.3%
-1,324.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +0.9% |
| 7D | -4.4% | +2.8% | -7.1% | -5.5% |
| 30D | -3.6% | +6.6% | -10.2% | -6.4% |
| 3M | -4.3% | -7.0% | +2.6% | -1.3% |
| 6M | +33.8% | +5.4% | +28.4% | +29.1% |
| YTD | +22.1% | +32.4% | -10.2% | +5.3% |
| 1Y | +47.4% | +48.4% | -1.0% | +20.1% |
| 3Y | -12.3% | +99.5% | -111.7% | -39.4% |
| 5Y | -49.1% | +109.9% | -159.0% | -67.0% |
| 10Y | +423.1% | +315.5% | +107.6% | +107.5% |
| All | +2,662.2% | +3,986.3% | -1,324.1% | +125.7% |
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 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