+411.2%
DXCM vs RIO
+353.3%
+57.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.9% |
| 7D | -3.7% | +3.6% | -7.3% | -4.4% |
| 30D | -5.0% | -10.8% | +5.8% | -2.5% |
| 3M | -8.8% | -15.2% | +6.4% | -5.5% |
| 6M | +31.9% | -18.0% | +49.9% | +37.0% |
| YTD | +20.4% | +11.0% | +9.4% | +15.7% |
| 1Y | +45.7% | +26.4% | +19.4% | +35.6% |
| 3Y | -15.0% | +54.4% | -69.4% | -25.8% |
| 5Y | -48.5% | +98.1% | -146.5% | -58.3% |
| 10Y | +411.2% | +358.5% | +52.7% | +228.8% |
| All | +411.2% | +353.3% | +57.9% | +228.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling