-38.6%
DXCM vs RIO
+97.3%
-135.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.4% | -3.9% |
| 7D | -6.2% | +1.9% | -8.2% | -6.6% |
| 30D | -0.3% | +5.0% | -5.2% | -1.3% |
| 3M | +10.3% | +5.1% | +5.2% | +9.0% |
| 6M | +24.1% | +17.6% | +6.5% | +18.8% |
| YTD | +27.4% | +36.3% | -8.9% | +17.5% |
| 1Y | +8.4% | +71.2% | -62.8% | -5.4% |
| 3Y | -19.0% | +102.7% | -121.7% | -33.0% |
| 5Y | -38.6% | +99.6% | -138.2% | -48.6% |
| All | -38.6% | +97.3% | -135.9% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling