+40.1%
SHOP vs DFNS
-99.9%
+139.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.8% | -6.8% | -7.6% |
| 7D | -4.1% | +0.8% | -4.9% | -4.1% |
| 30D | -11.5% | -73.2% | +61.7% | -11.1% |
| 3M | +21.1% | -72.4% | +93.5% | +19.4% |
| 6M | +3.0% | -95.2% | +98.2% | +1.8% |
| YTD | -16.7% | -98.0% | +81.3% | -17.6% |
| 1Y | -8.3% | -98.3% | +90.0% | -9.3% |
| 3Y | +112.8% | -99.9% | +212.7% | +101.3% |
| 5Y | -9.3% | -99.9% | +90.6% | -16.7% |
| All | +40.1% | -99.9% | +139.9% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling