-11.6%
SHOP vs DG
+17.9%
-29.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.6% | -2.9% | -4.6% |
| 7D | -10.6% | -4.8% | -5.8% | -9.0% |
| 30D | -18.3% | +1.8% | -20.1% | -18.7% |
| 3M | +14.8% | +14.5% | +0.4% | +10.6% |
| 6M | -5.0% | -13.6% | +8.5% | -6.6% |
| YTD | -21.2% | -4.8% | -16.4% | -23.2% |
| 1Y | -11.6% | +21.6% | -33.2% | -15.5% |
| All | -11.6% | +17.9% | -29.5% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling