+8,680.0%
SHOP vs DG
+116.8%
+8,563.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -2.5% | -3.0% | +0.5% | -1.7% |
| 30D | -16.7% | +8.6% | -25.3% | -18.7% |
| 3M | -2.2% | +15.0% | -17.2% | -6.0% |
| 6M | +45.6% | +32.7% | +12.9% | +35.0% |
| YTD | -7.3% | +5.5% | -12.8% | -9.4% |
| 1Y | -6.1% | +34.6% | -40.7% | -14.1% |
| 3Y | +143.3% | +24.2% | +119.1% | +111.7% |
| 5Y | +0.2% | -32.3% | +32.4% | +11.7% |
| 10Y | +3,663.5% | +111.1% | +3,552.4% | +2,909.5% |
| All | +8,680.0% | +116.8% | +8,563.2% | +7,609.5% |
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 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