+41.2%
SHOP vs DFNS
-96.4%
+137.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -12.2% | +15.8% | +3.9% |
| 7D | -5.4% | -44.0% | +38.6% | -4.2% |
| 30D | -10.3% | -69.1% | +58.8% | -7.9% |
| 3M | +1.0% | -95.6% | +96.6% | +8.1% |
| 6M | +41.2% | -96.2% | +137.4% | +47.8% |
| All | +41.2% | -96.4% | +137.6% | +47.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling