+53.3%
SHOP vs DFNS
-100.0%
+153.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -19.4% | +17.7% | -1.6% |
| 7D | +2.1% | -12.7% | +14.8% | +2.1% |
| 30D | -16.8% | -65.2% | +48.4% | -16.5% |
| 3M | -2.4% | -94.6% | +92.2% | -1.4% |
| 6M | +47.0% | -96.2% | +143.3% | +46.1% |
| YTD | -8.8% | -99.6% | +90.8% | -9.2% |
| 1Y | -6.3% | -99.7% | +93.4% | -6.7% |
| 3Y | +139.3% | -100.0% | +239.3% | +128.1% |
| 5Y | -12.1% | -100.0% | +87.9% | -18.8% |
| All | +53.3% | -100.0% | +153.3% | +40.9% |
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