-6.3%
SHOP vs DXCM
+44.0%
-50.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.0% | +9.6% | +5.8% |
| 7D | -5.4% | -3.5% | -1.9% | -4.1% |
| 30D | -10.3% | -5.8% | -4.5% | -8.4% |
| 3M | +1.0% | -4.3% | +5.3% | +2.7% |
| 6M | +41.2% | +31.6% | +9.7% | +20.6% |
| YTD | -7.5% | +19.6% | -27.1% | -17.3% |
| All | -6.3% | +44.0% | -50.2% | -21.4% |
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