-29.6%
RIOT vs DXCM
-38.0%
+8.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | +18.4% | -6.5% | +24.9% | +22.2% |
| 30D | +13.8% | -4.3% | +18.1% | +15.7% |
| 3M | -12.7% | +7.3% | -20.0% | -18.6% |
| 6M | +50.1% | +22.0% | +28.1% | +30.5% |
| YTD | +74.2% | +26.4% | +47.8% | +49.2% |
| 1Y | +45.1% | +7.0% | +38.1% | +33.5% |
| 3Y | +101.6% | -19.6% | +121.2% | +78.4% |
| 5Y | -29.6% | -39.3% | +9.7% | -27.0% |
| All | -29.6% | -38.0% | +8.4% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling