-11.0%
SHOP vs DFNS
-98.2%
+87.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.2% |
| 7D | -13.2% | -3.3% | -9.9% | -13.1% |
| 30D | -17.0% | -73.1% | +56.1% | -13.9% |
| 3M | +17.0% | -71.4% | +88.4% | +10.7% |
| 6M | -2.1% | -93.8% | +91.7% | +6.5% |
| YTD | -21.4% | -98.0% | +76.7% | -6.7% |
| 1Y | -11.0% | -98.2% | +87.2% | +0.4% |
| All | -11.0% | -98.2% | +87.3% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling