-15.7%
SHOP vs DE
+96.1%
-111.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.2% |
| 7D | -10.6% | -3.0% | -7.6% | -9.3% |
| 30D | -18.3% | +11.1% | -29.4% | -22.5% |
| 3M | +14.8% | +17.6% | -2.8% | +5.1% |
| 6M | -5.0% | +13.6% | -18.6% | -12.6% |
| YTD | -21.2% | +46.3% | -67.5% | -38.5% |
| 1Y | -11.6% | +44.2% | -55.8% | -30.7% |
| 3Y | +101.2% | +76.6% | +24.6% | +37.9% |
| 5Y | -15.7% | +98.2% | -113.9% | -48.4% |
| All | -15.7% | +96.1% | -111.8% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling