+650.9%
RIOT vs DXCM
+390.2%
+260.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.9% |
| 7D | +29.0% | -3.7% | +32.6% | +30.4% |
| 30D | +7.1% | -5.0% | +12.1% | +8.4% |
| 3M | -6.8% | -8.8% | +2.0% | -4.6% |
| 6M | -24.9% | +31.9% | -56.8% | -34.9% |
| YTD | +42.7% | +20.4% | +22.3% | +29.4% |
| 1Y | +4.4% | +45.7% | -41.3% | -11.9% |
| 3Y | +74.5% | -15.0% | +89.5% | +62.2% |
| 5Y | -50.5% | -48.5% | -2.0% | -46.4% |
| 10Y | +685.8% | +411.2% | +274.6% | +534.3% |
| All | +650.9% | +390.2% | +260.7% | +561.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling