+0.5%
SHOP vs DBX
+9.0%
-8.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -1.2% | -3.3% | +2.0% | +0.2% |
| 30D | -14.7% | -5.9% | -8.9% | -12.3% |
| 3M | -7.2% | -6.7% | -0.5% | -4.7% |
| 6M | +54.2% | +28.0% | +26.2% | +35.7% |
| YTD | -8.6% | +20.6% | -29.2% | -20.6% |
| 1Y | +0.5% | +10.3% | -9.8% | -12.8% |
| All | +0.5% | +9.0% | -8.5% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling