+55.9%
RBLX vs DXCM
-19.6%
+75.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +8.0% | -6.5% | +14.5% | +8.5% |
| 30D | +20.2% | -4.3% | +24.5% | +20.5% |
| 3M | +3.5% | +7.3% | -3.7% | +2.7% |
| 6M | -28.9% | +22.0% | -51.0% | -30.5% |
| YTD | -45.1% | +26.4% | -71.4% | -46.5% |
| 1Y | -66.2% | +7.0% | -73.2% | -66.5% |
| All | +55.9% | -19.6% | +75.6% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling