+37.9%
SHEL vs DXCM
+8.1%
+29.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | +3.0% | -6.5% | +9.5% | +3.0% |
| 30D | +7.2% | -4.3% | +11.5% | +7.2% |
| 3M | +12.9% | +7.3% | +5.6% | +12.8% |
| 6M | +13.7% | +22.0% | -8.3% | +14.0% |
| YTD | +33.7% | +26.4% | +7.3% | +33.9% |
| 1Y | +37.9% | +7.0% | +30.9% | +39.8% |
| All | +37.9% | +8.1% | +29.8% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling