-16.2%
DXCM vs RIO
+100.4%
-116.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | +6.3% | +4.0% | +2.4% | +5.6% |
| 3M | +21.1% | +0.1% | +21.0% | +21.3% |
| 6M | +20.6% | +12.7% | +7.9% | +16.9% |
| YTD | +32.4% | +35.6% | -3.1% | +22.6% |
| 1Y | +8.8% | +73.7% | -64.9% | -4.9% |
| All | -16.2% | +100.4% | -116.6% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling