+444.6%
DXCM vs SHAK
+54.6%
+390.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.9% |
| 7D | -3.6% | +4.1% | -7.7% | -4.5% |
| 30D | -4.3% | +2.3% | -6.6% | -4.8% |
| 3M | -10.4% | -0.2% | -10.1% | -10.7% |
| 6M | +33.1% | +10.1% | +23.0% | +28.8% |
| YTD | +22.6% | -10.5% | +33.1% | +21.5% |
| 1Y | +36.5% | -22.4% | +58.9% | +39.1% |
| 3Y | -13.5% | +32.1% | -45.5% | -24.4% |
| 5Y | -49.6% | -14.0% | -35.7% | -53.7% |
| 10Y | +399.5% | +92.7% | +306.7% | +272.6% |
| All | +444.6% | +54.6% | +390.0% | +297.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling