+793.7%
SHOP vs DBX
+20.9%
+772.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -1.0% |
| 7D | -13.2% | -1.8% | -11.4% | -12.2% |
| 30D | -17.0% | +2.8% | -19.9% | -18.5% |
| 3M | +17.0% | +26.8% | -9.8% | +0.7% |
| 6M | -2.1% | +32.8% | -34.9% | -19.5% |
| YTD | -21.4% | +26.1% | -47.4% | -33.0% |
| 1Y | -11.0% | +14.1% | -25.1% | -20.1% |
| 3Y | +100.9% | +25.7% | +75.2% | +63.9% |
| 5Y | -14.7% | +11.2% | -25.9% | -25.2% |
| All | +793.7% | +20.9% | +772.8% | +586.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling