+51.6%
SHOP vs DFNS
-99.9%
+151.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -5.1% | -16.0% | +10.9% | -5.0% |
| 30D | +0.6% | -77.7% | +78.3% | +1.1% |
| 3M | +25.0% | -77.2% | +102.2% | +23.4% |
| 6M | +11.9% | -95.2% | +107.1% | +10.6% |
| YTD | -9.9% | -98.0% | +88.1% | -10.8% |
| 1Y | 0.0% | -98.3% | +98.2% | -1.1% |
| 3Y | +117.5% | -99.9% | +217.4% | +105.6% |
| 5Y | -6.6% | -99.9% | +93.2% | -14.3% |
| All | +51.6% | -99.9% | +151.4% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling