+3,596.7%
SHOP vs DG
+111.7%
+3,484.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.0% | -3.7% |
| 7D | +2.8% | +5.2% | -2.4% | +1.5% |
| 30D | -14.2% | +7.9% | -22.1% | -16.1% |
| 3M | -5.5% | +12.7% | -18.2% | -8.7% |
| 6M | +32.8% | +22.4% | +10.4% | +25.6% |
| YTD | -8.9% | +5.4% | -14.3% | -11.1% |
| 1Y | -7.7% | +39.4% | -47.1% | -16.4% |
| 3Y | +139.0% | +24.1% | +114.9% | +107.2% |
| 5Y | -0.5% | -32.2% | +31.6% | +13.1% |
| All | +3,596.7% | +111.7% | +3,484.9% | +2,962.3% |
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