+287.3%
NEE vs DXCM
+411.4%
-124.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +2.3% | -3.7% | +6.0% | +2.6% |
| 30D | +11.5% | -5.0% | +16.5% | +11.9% |
| 3M | +2.6% | -8.8% | +11.4% | +3.3% |
| 6M | -6.0% | +31.9% | -37.8% | -8.6% |
| YTD | +9.8% | +20.4% | -10.6% | +7.4% |
| 1Y | +4.7% | +45.7% | -41.0% | +0.5% |
| 3Y | +71.0% | -15.0% | +86.1% | +67.3% |
| 5Y | +15.8% | -48.5% | +64.3% | +16.3% |
| 10Y | +287.3% | +411.2% | -124.0% | +261.8% |
| All | +287.3% | +411.4% | -124.1% | +261.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling