+135.5%
SHOP vs DE
+89.5%
+46.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.2% |
| 7D | +2.1% | +2.3% | -0.2% | +1.5% |
| 30D | -16.8% | +4.4% | -21.3% | -17.8% |
| 3M | -2.4% | +9.8% | -12.2% | -5.3% |
| 6M | +47.0% | +15.8% | +31.2% | +39.4% |
| YTD | -8.8% | +47.0% | -55.8% | -25.1% |
| 1Y | -6.3% | +42.8% | -49.1% | -22.0% |
| All | +135.5% | +89.5% | +46.0% | +74.6% |
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