+257.0%
DXCM vs NLY
+81.8%
+175.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -5.5% | -4.0% | -1.6% | -4.5% |
| 30D | -8.6% | -5.2% | -3.3% | -7.2% |
| 3M | +10.3% | +2.8% | +7.5% | +9.4% |
| 6M | +25.2% | +4.2% | +21.0% | +23.5% |
| YTD | +25.1% | +4.7% | +20.4% | +23.1% |
| 1Y | +9.2% | +12.7% | -3.5% | +5.1% |
| 3Y | -22.6% | +62.5% | -85.2% | -33.1% |
| 5Y | -39.5% | +26.3% | -65.9% | -45.2% |
| All | +257.0% | +81.8% | +175.1% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 10y: compounded portfolio wealth divided by compounded NLY 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…
10y analysis · Full analysis span regression · 6 months rolling