+471.6%
RIOT vs DXCM
+266.8%
+204.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.8% | -5.8% | -5.3% |
| 7D | -0.9% | -5.8% | +4.9% | +1.1% |
| 30D | +3.5% | -5.6% | +9.1% | +5.3% |
| 3M | -13.0% | +13.0% | -26.0% | -18.9% |
| 6M | +43.1% | +24.7% | +18.4% | +28.4% |
| YTD | +65.4% | +27.3% | +38.0% | +47.7% |
| 1Y | +27.7% | +11.2% | +16.5% | +18.9% |
| 3Y | +91.3% | -19.0% | +110.3% | +81.3% |
| 5Y | -29.3% | -38.5% | +9.2% | -26.8% |
| All | +471.6% | +266.8% | +204.8% | +527.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DXCM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling