+96.4%
SHOP vs DE
+75.0%
+21.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.3% |
| 7D | -10.6% | -3.0% | -7.6% | -9.7% |
| 30D | -18.3% | +11.1% | -29.4% | -21.2% |
| 3M | +14.8% | +17.6% | -2.8% | +7.8% |
| 6M | -5.0% | +13.6% | -18.6% | -10.3% |
| YTD | -21.2% | +46.3% | -67.5% | -36.2% |
| 1Y | -11.6% | +44.2% | -55.8% | -28.1% |
| All | +96.4% | +75.0% | +21.4% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling