-5.6%
SHOP vs DECK
+25.5%
-31.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.4% |
| 7D | -5.1% | -2.2% | -2.9% | -3.9% |
| 30D | +0.6% | -13.6% | +14.2% | +8.6% |
| 3M | +25.0% | -21.2% | +46.3% | +41.8% |
| 6M | +11.9% | -21.1% | +33.0% | +25.5% |
| YTD | -9.9% | -17.2% | +7.4% | -4.4% |
| 1Y | 0.0% | -30.7% | +30.7% | +15.5% |
| 3Y | +117.5% | -3.4% | +120.9% | +60.5% |
| All | -5.6% | +25.5% | -31.1% | -53.7% |
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