+4.7%
NEE vs DXCM
+44.9%
-40.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | +2.3% | -3.7% | +6.0% | +2.3% |
| 30D | +11.5% | -5.0% | +16.5% | +11.5% |
| 3M | +2.6% | -8.8% | +11.4% | +2.4% |
| 6M | -6.0% | +31.9% | -37.8% | -4.6% |
| YTD | +9.8% | +20.4% | -10.6% | +10.5% |
| 1Y | +4.7% | +45.7% | -41.0% | +2.0% |
| All | +4.7% | +44.9% | -40.2% | +2.0% |
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