0.0%
SHOP vs DECK
-30.4%
+30.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -5.1% | -2.2% | -2.9% | -4.8% |
| 30D | +0.6% | -13.6% | +14.2% | +2.3% |
| 3M | +25.0% | -21.2% | +46.3% | +28.0% |
| 6M | +11.9% | -21.1% | +33.0% | +13.5% |
| YTD | -9.9% | -17.2% | +7.4% | -6.8% |
| 1Y | 0.0% | -30.7% | +30.7% | +7.0% |
| All | 0.0% | -30.4% | +30.4% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 1y: compounded portfolio wealth divided by compounded DECK 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…
1y analysis · Full analysis span regression · 6 months rolling