0.0%
SHOP vs DE
+49.4%
-49.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.6% |
| 7D | -5.1% | +10.0% | -15.1% | -4.1% |
| 30D | +0.6% | +13.3% | -12.7% | +1.8% |
| 3M | +25.0% | +17.5% | +7.5% | +26.7% |
| 6M | +11.9% | +13.6% | -1.7% | +13.5% |
| YTD | -9.9% | +49.8% | -59.7% | -13.1% |
| 1Y | 0.0% | +47.9% | -47.9% | -3.8% |
| All | 0.0% | +49.4% | -49.4% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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