+26.2%
RIOT vs DXCM
+40.8%
-14.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.1% |
| 7D | +4.8% | +4.9% | -0.1% | +4.0% |
| 30D | +16.0% | -0.2% | +16.2% | +15.8% |
| 3M | -8.8% | -8.9% | +0.1% | -7.2% |
| 6M | -29.7% | +42.3% | -72.0% | -47.8% |
| YTD | +38.3% | +25.6% | +12.7% | +18.8% |
| 1Y | +26.2% | +39.5% | -13.3% | -1.8% |
| All | +26.2% | +40.8% | -14.5% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling