-39.3%
DXCM vs SHAK
-25.9%
-13.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | +1.0% |
| 7D | -6.5% | -7.2% | +0.7% | -4.6% |
| 30D | -4.3% | -11.8% | +7.5% | -1.2% |
| 3M | +7.3% | +17.2% | -9.9% | +1.6% |
| 6M | +22.0% | -34.1% | +56.2% | +32.4% |
| YTD | +26.4% | -22.4% | +48.8% | +29.8% |
| 1Y | +7.0% | -35.9% | +42.9% | +15.3% |
| 3Y | -19.6% | -3.4% | -16.3% | -30.3% |
| 5Y | -39.3% | -25.4% | -13.9% | -47.5% |
| All | -39.3% | -25.9% | -13.4% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling