+55.5%
SHOP vs DFNS
-100.0%
+155.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -12.2% | +15.8% | +3.6% |
| 7D | -5.4% | -44.0% | +38.6% | -5.2% |
| 30D | -10.3% | -69.1% | +58.8% | -9.9% |
| 3M | +1.0% | -95.6% | +96.6% | +2.2% |
| 6M | +41.2% | -96.2% | +137.4% | +40.3% |
| YTD | -7.5% | -99.6% | +92.1% | -7.9% |
| 1Y | -4.6% | -99.7% | +95.2% | -5.0% |
| 3Y | +146.4% | -100.0% | +246.4% | +134.3% |
| 5Y | -2.5% | -100.0% | +97.4% | -10.0% |
| All | +55.5% | -100.0% | +155.5% | +43.0% |
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