-28.2%
RBLX vs DXCM
-9.9%
-18.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -3.7% |
| 7D | +1.2% | +4.9% | -3.7% | -0.3% |
| 30D | +5.0% | -0.2% | +5.2% | +4.6% |
| 3M | +31.5% | -8.9% | +40.4% | +34.7% |
| 6M | +18.9% | +42.3% | -23.3% | +2.2% |
| YTD | -38.4% | +25.6% | -64.0% | -45.1% |
| 1Y | -50.7% | +39.5% | -90.3% | -57.7% |
| 3Y | +28.8% | -15.3% | +44.1% | +13.8% |
| 5Y | -53.6% | -48.4% | -5.2% | -50.6% |
| All | -28.2% | -9.9% | -18.3% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling