-11.8%
SHOP vs DECK
+10.4%
-22.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.5% | -5.7% |
| 7D | -13.9% | +6.0% | -19.9% | -14.9% |
| 30D | -12.6% | +7.4% | -20.0% | -13.8% |
| 3M | -0.3% | -11.7% | +11.3% | +1.0% |
| 6M | +33.6% | -11.0% | +44.5% | +36.0% |
| YTD | -10.7% | -15.4% | +4.7% | -7.1% |
| 1Y | -11.8% | +7.2% | -19.0% | -7.0% |
| All | -11.8% | +10.4% | -22.2% | -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