+263.3%
DXCM vs SHAK
+81.5%
+181.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.8% | +1.2% |
| 7D | -5.8% | -11.0% | +5.2% | -3.3% |
| 30D | -5.6% | -14.0% | +8.4% | -2.4% |
| 3M | +13.0% | +13.3% | -0.2% | +8.9% |
| 6M | +24.7% | -35.3% | +60.0% | +34.2% |
| YTD | +27.3% | -24.0% | +51.3% | +31.3% |
| 1Y | +11.2% | -36.7% | +47.9% | +18.9% |
| 3Y | -19.0% | -5.4% | -13.6% | -25.1% |
| 5Y | -38.5% | -24.9% | -13.6% | -42.9% |
| All | +263.3% | +81.5% | +181.9% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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