-21.2%
DXCM vs SHAK
-5.6%
-15.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.8% | +1.1% |
| 7D | -5.8% | -11.0% | +5.2% | -3.7% |
| 30D | -5.6% | -14.0% | +8.4% | -2.9% |
| 3M | +13.0% | +13.3% | -0.2% | +9.5% |
| 6M | +24.7% | -35.3% | +60.0% | +32.8% |
| YTD | +27.3% | -24.0% | +51.3% | +30.2% |
| 1Y | +11.2% | -36.7% | +47.9% | +17.9% |
| All | -21.2% | -5.6% | -15.6% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling