-48.4%
RBLX vs DXCM
-38.0%
-10.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +8.0% | -6.5% | +14.5% | +10.2% |
| 30D | +20.2% | -4.3% | +24.5% | +21.6% |
| 3M | +3.5% | +7.3% | -3.7% | -0.8% |
| 6M | -28.9% | +22.0% | -51.0% | -35.4% |
| YTD | -45.1% | +26.4% | -71.4% | -50.7% |
| 1Y | -66.2% | +7.0% | -73.2% | -68.3% |
| 3Y | +53.5% | -19.6% | +73.1% | +38.6% |
| 5Y | -48.4% | -39.3% | -9.2% | -45.1% |
| All | -48.4% | -38.0% | -10.4% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling