+384.5%
DXCM vs SHAK
+97.6%
+287.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +1.7% |
| 7D | +4.9% | +4.3% | +0.6% | +3.9% |
| 30D | -0.2% | +9.0% | -9.2% | -2.2% |
| 3M | -8.9% | +1.8% | -10.7% | -9.8% |
| 6M | +42.3% | +17.3% | +25.0% | +35.0% |
| YTD | +25.6% | -7.6% | +33.2% | +23.3% |
| 1Y | +39.5% | -16.9% | +56.4% | +40.2% |
| 3Y | -15.3% | +35.1% | -50.3% | -28.3% |
| 5Y | -48.4% | -11.3% | -37.2% | -54.0% |
| All | +384.5% | +97.6% | +287.0% | +220.3% |
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