+346.5%
SHEL vs DXCM
+2,810.6%
-2,464.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.9% |
| 7D | +2.2% | -3.2% | +5.5% | +2.6% |
| 30D | +6.8% | +6.3% | +0.5% | +6.1% |
| 3M | +8.1% | +21.1% | -13.0% | +5.6% |
| 6M | +14.4% | +20.6% | -6.2% | +11.5% |
| YTD | +30.0% | +32.4% | -2.5% | +25.2% |
| 1Y | +33.3% | +8.8% | +24.5% | +30.8% |
| 3Y | +66.4% | -13.7% | +80.2% | +62.0% |
| 5Y | +178.6% | -35.2% | +213.7% | +173.2% |
| 10Y | +198.4% | +281.8% | -83.4% | +120.0% |
| All | +346.5% | +2,810.6% | -2,464.1% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling