+4.3%
NEE vs DXCM
+40.8%
-36.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.2% |
| 7D | -2.1% | +4.9% | -7.0% | -2.1% |
| 30D | +8.6% | -0.2% | +8.8% | +8.6% |
| 3M | -0.3% | -8.9% | +8.6% | -0.7% |
| 6M | -8.9% | +42.3% | -51.2% | -7.3% |
| YTD | +8.3% | +25.6% | -17.2% | +9.5% |
| 1Y | +4.3% | +39.5% | -35.3% | +4.8% |
| All | +4.3% | +40.8% | -36.5% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling