+2,993.7%
SHOP vs DGX
+255.3%
+2,738.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.0% |
| 7D | -11.2% | -0.9% | -10.3% | -10.9% |
| 30D | -14.4% | -1.2% | -13.2% | -13.9% |
| 3M | +16.6% | +15.8% | +0.8% | +9.3% |
| 6M | -0.6% | +18.2% | -18.7% | -7.9% |
| YTD | -20.0% | +37.2% | -57.2% | -31.1% |
| 1Y | -11.2% | +30.4% | -41.6% | -22.1% |
| 3Y | +99.5% | +96.7% | +2.8% | +39.3% |
| 5Y | -13.2% | +67.2% | -80.4% | -34.9% |
| All | +2,993.7% | +255.3% | +2,738.3% | +1,483.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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