-66.6%
RBLX vs DXCM
+11.0%
-77.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.4% | +4.1% |
| 7D | +12.4% | -3.2% | +15.6% | +12.1% |
| 30D | +19.7% | +6.3% | +13.3% | +20.4% |
| 3M | -0.1% | +21.1% | -21.2% | +2.0% |
| 6M | -35.7% | +20.6% | -56.3% | -34.1% |
| YTD | -46.6% | +32.4% | -79.0% | -45.0% |
| 1Y | -66.6% | +8.8% | -75.5% | -65.3% |
| All | -66.6% | +11.0% | -77.6% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling