-54.3%
RIOT vs DXCM
-48.6%
-5.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +3.0% |
| 7D | +29.0% | -3.7% | +32.6% | +30.9% |
| 30D | +7.1% | -5.0% | +12.1% | +8.8% |
| 3M | -6.8% | -8.8% | +2.0% | -4.0% |
| 6M | -24.9% | +31.9% | -56.8% | -38.6% |
| YTD | +42.7% | +20.4% | +22.3% | +23.9% |
| 1Y | +4.4% | +45.7% | -41.3% | -18.0% |
| 3Y | +74.5% | -15.0% | +89.5% | +46.1% |
| All | -54.3% | -48.6% | -5.6% | -49.2% |
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