+2,989.4%
SHOP vs DG
+102.6%
+2,886.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.6% | -2.9% | -4.8% |
| 7D | -10.6% | -4.8% | -5.8% | -9.3% |
| 30D | -18.3% | +1.8% | -20.1% | -18.7% |
| 3M | +14.8% | +14.5% | +0.4% | +10.8% |
| 6M | -5.0% | -13.6% | +8.5% | -1.8% |
| YTD | -21.2% | -4.8% | -16.4% | -20.8% |
| 1Y | -11.6% | +21.6% | -33.2% | -17.0% |
| 3Y | +101.2% | +4.5% | +96.8% | +84.9% |
| 5Y | -15.7% | -38.5% | +22.8% | -1.6% |
| 10Y | +2,989.4% | +102.2% | +2,887.2% | +2,375.3% |
| All | +2,989.4% | +102.6% | +2,886.8% | +2,375.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling