+44.6%
DXCM vs RIO
+29.3%
+15.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.6% | +3.0% | +6.3% |
| 7D | +12.5% | -1.6% | +14.1% | +12.6% |
| 30D | +1.8% | -11.6% | +13.4% | +2.5% |
| 3M | +1.8% | -12.7% | +14.5% | +2.4% |
| 6M | +47.4% | -12.4% | +59.8% | +46.4% |
| YTD | +33.3% | +11.0% | +22.3% | +21.3% |
| 1Y | +44.6% | +30.8% | +13.8% | +24.6% |
| All | +44.6% | +29.3% | +15.3% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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