+135.9%
SHOP vs DFNS
-100.0%
+235.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.2% |
| 7D | -1.2% | -6.0% | +4.7% | -1.2% |
| 30D | -14.7% | -71.2% | +56.5% | -14.3% |
| 3M | -7.2% | -94.5% | +87.3% | -6.2% |
| 6M | +54.2% | -96.5% | +150.7% | +53.2% |
| YTD | -8.6% | -99.6% | +91.0% | -9.0% |
| 1Y | +0.5% | -99.7% | +100.2% | +0.1% |
| 3Y | +135.9% | -100.0% | +235.9% | +124.5% |
| All | +135.9% | -100.0% | +235.9% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling