+135.9%
SHOP vs DBX
+26.6%
+109.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -1.2% | -3.3% | +2.0% | +0.3% |
| 30D | -14.7% | -5.9% | -8.9% | -12.0% |
| 3M | -7.2% | -6.7% | -0.5% | -4.5% |
| 6M | +54.2% | +28.0% | +26.2% | +33.1% |
| YTD | -8.6% | +20.6% | -29.2% | -19.1% |
| 1Y | +0.5% | +10.3% | -9.8% | -6.8% |
| 3Y | +135.9% | +24.0% | +111.9% | +88.4% |
| All | +135.9% | +26.6% | +109.4% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling