-12.1%
SHOP vs DE
+102.8%
-114.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.8% |
| 7D | +2.1% | +2.3% | -0.2% | +1.1% |
| 30D | -16.8% | +4.4% | -21.3% | -18.4% |
| 3M | -2.4% | +9.8% | -12.2% | -7.1% |
| 6M | +47.0% | +15.8% | +31.2% | +35.0% |
| YTD | -8.8% | +47.0% | -55.8% | -29.0% |
| 1Y | -6.3% | +42.8% | -49.1% | -26.0% |
| 3Y | +139.3% | +88.9% | +50.4% | +57.1% |
| 5Y | -12.1% | +101.9% | -114.0% | -45.1% |
| All | -12.1% | +102.8% | -114.9% | -45.1% |
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