+488.2%
DXCM vs SHAK
+47.7%
+440.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.0% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | +6.3% | -6.6% | +13.0% | +7.7% |
| 3M | +21.1% | +30.1% | -9.0% | +13.9% |
| 6M | +20.6% | -28.7% | +49.3% | +26.3% |
| YTD | +32.4% | -14.5% | +46.9% | +33.0% |
| 1Y | +8.8% | -31.9% | +40.7% | +14.0% |
| 3Y | -13.7% | -1.0% | -12.8% | -19.6% |
| 5Y | -35.2% | -18.7% | -16.5% | -39.8% |
| 10Y | +281.8% | +98.1% | +183.7% | +186.6% |
| All | +488.2% | +47.7% | +440.5% | +334.7% |
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