+805.4%
RIOT vs DXCM
+439.1%
+366.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.8% |
| 7D | +14.8% | -3.2% | +18.0% | +16.1% |
| 30D | +1.4% | +6.3% | -4.9% | -1.2% |
| 3M | -20.6% | +21.1% | -41.7% | -27.8% |
| 6M | +31.9% | +20.6% | +11.3% | +20.3% |
| YTD | +72.1% | +32.4% | +39.6% | +51.8% |
| 1Y | +65.7% | +8.8% | +56.8% | +55.6% |
| 3Y | +97.5% | -13.7% | +111.2% | +82.9% |
| 5Y | -36.7% | -35.2% | -1.5% | -35.5% |
| 10Y | +550.1% | +281.8% | +268.3% | +496.8% |
| All | +805.4% | +439.1% | +366.3% | +676.8% |
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 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