+8,434.7%
SHOP vs DG
+109.0%
+8,325.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | -5.1% | +8.4% | -13.5% | -7.2% |
| 30D | +0.6% | +4.9% | -4.4% | -0.9% |
| 3M | +25.0% | +29.3% | -4.3% | +16.8% |
| 6M | +11.9% | -11.3% | +23.2% | +14.7% |
| YTD | -9.9% | +1.8% | -11.6% | -11.0% |
| 1Y | 0.0% | +25.3% | -25.4% | -6.9% |
| 3Y | +117.5% | +9.1% | +108.4% | +98.4% |
| 5Y | -6.6% | -34.9% | +28.2% | +5.3% |
| 10Y | +3,320.3% | +108.2% | +3,212.2% | +2,646.8% |
| All | +8,434.7% | +109.0% | +8,325.7% | +7,475.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling