-24.4%
NKE vs DXCM
+266.8%
-291.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.7% | -2.1% |
| 7D | -5.5% | -5.8% | +0.3% | -4.5% |
| 30D | -10.4% | -5.6% | -4.8% | -9.5% |
| 3M | -15.8% | +13.0% | -28.8% | -17.8% |
| 6M | -33.4% | +24.7% | -58.1% | -36.3% |
| YTD | -41.0% | +27.3% | -68.3% | -43.8% |
| 1Y | -49.1% | +11.2% | -60.3% | -50.6% |
| 3Y | -59.8% | -19.0% | -40.8% | -60.9% |
| 5Y | -75.5% | -38.5% | -37.0% | -75.7% |
| All | -24.4% | +266.8% | -291.2% | -36.7% |
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