+8,434.7%
SHOP vs DE
+844.1%
+7,590.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -5.1% | +10.0% | -15.1% | -9.2% |
| 30D | +0.6% | +13.3% | -12.7% | -5.3% |
| 3M | +25.0% | +17.5% | +7.5% | +15.0% |
| 6M | +11.9% | +13.6% | -1.7% | +3.3% |
| YTD | -9.9% | +49.8% | -59.7% | -28.2% |
| 1Y | 0.0% | +47.9% | -47.9% | -20.1% |
| 3Y | +117.5% | +72.5% | +45.0% | +60.0% |
| 5Y | -6.6% | +90.2% | -96.9% | -35.5% |
| 10Y | +3,320.3% | +865.4% | +2,455.0% | +931.0% |
| All | +8,434.7% | +844.1% | +7,590.6% | +2,527.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling