-37.7%
RBLX vs DXCM
-4.9%
-32.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.4% | +5.0% |
| 7D | +12.4% | -3.2% | +15.6% | +13.6% |
| 30D | +19.7% | +6.3% | +13.3% | +17.2% |
| 3M | -0.1% | +21.1% | -21.2% | -8.3% |
| 6M | -35.7% | +20.6% | -56.3% | -41.3% |
| YTD | -46.6% | +32.4% | -79.0% | -52.9% |
| 1Y | -66.6% | +8.8% | -75.5% | -68.8% |
| 3Y | +52.3% | -13.7% | +66.0% | +33.0% |
| 5Y | -47.7% | -35.2% | -12.6% | -49.2% |
| All | -37.7% | -4.9% | -32.8% | -57.9% |
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