-14.3%
SHOP vs DGX
+64.0%
-78.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.5% |
| 7D | -13.2% | -3.5% | -9.8% | -12.1% |
| 30D | -17.0% | -2.7% | -14.4% | -16.2% |
| 3M | +17.0% | +13.9% | +3.1% | +11.6% |
| 6M | -2.1% | +16.0% | -18.2% | -7.5% |
| YTD | -21.4% | +34.9% | -56.3% | -30.3% |
| 1Y | -11.0% | +30.6% | -41.5% | -20.4% |
| 3Y | +100.9% | +93.0% | +7.9% | +42.1% |
| All | -14.3% | +64.0% | -78.3% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling