+135.9%
SHOP vs DXCM
-13.9%
+149.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.4% |
| 7D | -1.2% | +4.9% | -6.2% | -2.5% |
| 30D | -14.7% | -0.2% | -14.6% | -14.8% |
| 3M | -7.2% | -8.9% | +1.7% | -5.0% |
| 6M | +54.2% | +42.3% | +11.9% | +38.7% |
| YTD | -8.6% | +25.6% | -34.2% | -15.0% |
| 1Y | +0.5% | +39.5% | -39.0% | -8.9% |
| 3Y | +135.9% | -15.3% | +151.2% | +120.6% |
| All | +135.9% | -13.9% | +149.9% | +120.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling