-58.6%
NKE vs DXCM
-19.6%
-39.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -2.3% | -6.5% | +4.2% | -1.5% |
| 30D | -10.4% | -4.3% | -6.1% | -9.9% |
| 3M | -15.5% | +7.3% | -22.7% | -16.4% |
| 6M | -32.6% | +22.0% | -54.7% | -34.4% |
| YTD | -39.8% | +26.4% | -66.2% | -41.6% |
| 1Y | -47.6% | +7.0% | -54.6% | -48.5% |
| All | -58.6% | -19.6% | -39.0% | -60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling