-49.6%
DXCM vs SHAK
-13.2%
-36.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +2.2% |
| 7D | -3.6% | +4.1% | -7.7% | -4.8% |
| 30D | -4.3% | +2.3% | -6.6% | -5.0% |
| 3M | -10.4% | -0.2% | -10.1% | -10.9% |
| 6M | +33.1% | +10.1% | +23.0% | +27.2% |
| YTD | +22.6% | -10.5% | +33.1% | +20.5% |
| 1Y | +36.5% | -22.4% | +58.9% | +39.9% |
| 3Y | -13.5% | +32.1% | -45.5% | -34.5% |
| 5Y | -49.6% | -14.0% | -35.7% | -57.3% |
| All | -49.6% | -13.2% | -36.5% | -57.3% |
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 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