-15.7%
SHOP vs DBX
+8.9%
-24.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.3% | -7.8% | -7.5% |
| 7D | -10.6% | +0.3% | -10.9% | -10.9% |
| 30D | -18.3% | 0.0% | -18.3% | -18.4% |
| 3M | +14.8% | +26.1% | -11.3% | -6.5% |
| 6M | -5.0% | +29.4% | -34.4% | -26.4% |
| YTD | -21.2% | +24.4% | -45.7% | -36.6% |
| 1Y | -11.6% | +10.9% | -22.5% | -22.3% |
| 3Y | +101.2% | +24.1% | +77.2% | +41.5% |
| 5Y | -15.7% | +7.8% | -23.5% | -40.7% |
| All | -15.7% | +8.9% | -24.6% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling