+936.1%
SHOP vs DBX
+15.6%
+920.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -2.3% |
| 7D | +2.1% | -6.3% | +8.4% | +6.0% |
| 30D | -16.8% | -5.9% | -11.0% | -13.8% |
| 3M | -2.4% | -0.4% | -2.1% | -3.3% |
| 6M | +47.0% | +29.8% | +17.2% | +22.8% |
| YTD | -8.8% | +20.5% | -29.4% | -21.0% |
| 1Y | -6.3% | +8.7% | -14.9% | -13.6% |
| 3Y | +139.3% | +25.9% | +113.4% | +92.0% |
| 5Y | -12.1% | +24.2% | -36.2% | -26.6% |
| All | +936.1% | +15.6% | +920.6% | +709.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling