+7,358.2%
SHOP vs DGX
+306.7%
+7,051.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.4% | -5.4% |
| 7D | -10.6% | -2.2% | -8.4% | -9.7% |
| 30D | -18.3% | -0.9% | -17.4% | -17.9% |
| 3M | +14.8% | +15.6% | -0.8% | +7.4% |
| 6M | -5.0% | +17.8% | -22.8% | -12.2% |
| YTD | -21.2% | +37.5% | -58.7% | -32.7% |
| 1Y | -11.6% | +31.2% | -42.8% | -23.1% |
| 3Y | +101.2% | +96.6% | +4.6% | +38.8% |
| 5Y | -15.7% | +64.9% | -80.6% | -37.0% |
| 10Y | +2,989.4% | +254.6% | +2,734.8% | +1,339.7% |
| All | +7,358.2% | +306.7% | +7,051.6% | +3,133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling