+260.9%
DXCM vs RIO
+605.0%
-344.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -6.5% | +1.0% | -7.4% | -6.7% |
| 30D | -4.3% | +4.0% | -8.3% | -5.2% |
| 3M | +7.3% | +4.5% | +2.7% | +5.8% |
| 6M | +22.0% | +17.3% | +4.7% | +16.5% |
| YTD | +26.4% | +36.2% | -9.8% | +16.1% |
| 1Y | +7.0% | +76.1% | -69.2% | -7.8% |
| 3Y | -19.6% | +102.5% | -122.1% | -33.9% |
| 5Y | -39.3% | +103.5% | -142.8% | -50.9% |
| 10Y | +260.9% | +619.2% | -358.2% | +120.0% |
| All | +260.9% | +605.0% | -344.0% | +120.0% |
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