+953.6%
SHOP vs DBX
+14.3%
+939.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +0.3% |
| 7D | -2.5% | -8.1% | +5.7% | +2.6% |
| 30D | -16.7% | -4.9% | -11.8% | -14.2% |
| 3M | -2.2% | -2.7% | +0.5% | -1.6% |
| 6M | +45.6% | +25.2% | +20.4% | +24.5% |
| YTD | -7.3% | +19.3% | -26.6% | -19.1% |
| 1Y | -6.1% | +6.6% | -12.7% | -12.3% |
| 3Y | +143.3% | +24.6% | +118.7% | +96.6% |
| 5Y | +0.2% | +23.5% | -23.3% | -16.0% |
| All | +953.6% | +14.3% | +939.3% | +728.3% |
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