-12.5%
NKE vs DXCM
+402.7%
-415.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.2% |
| 7D | -1.6% | +4.9% | -6.5% | -2.4% |
| 30D | +7.6% | -0.2% | +7.8% | +7.6% |
| 3M | -6.9% | -8.9% | +2.0% | -5.4% |
| 6M | -8.5% | +42.3% | -50.8% | -14.5% |
| YTD | -38.8% | +25.6% | -64.3% | -41.7% |
| 1Y | -40.6% | +39.5% | -80.1% | -44.4% |
| 3Y | -60.9% | -15.3% | -45.6% | -62.2% |
| 5Y | -75.4% | -48.4% | -26.9% | -74.9% |
| All | -12.5% | +402.7% | -415.2% | -33.4% |
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