-5.9%
SHOP vs DECK
+25.8%
-31.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.5% | -5.2% |
| 7D | -13.9% | +6.0% | -19.9% | -16.5% |
| 30D | -12.6% | +7.4% | -20.0% | -16.0% |
| 3M | -0.3% | -11.7% | +11.3% | +6.5% |
| 6M | +33.6% | -11.0% | +44.5% | +41.3% |
| YTD | -10.7% | -15.4% | +4.7% | -6.3% |
| 1Y | -11.8% | +7.2% | -19.0% | -20.8% |
| 3Y | +133.9% | -11.8% | +145.7% | +87.0% |
| 5Y | -5.9% | +24.3% | -30.3% | -50.4% |
| All | -5.9% | +25.8% | -31.7% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling