+329.5%
SHOP vs DT
+70.5%
+258.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -2.7% |
| 7D | +2.8% | -7.5% | +10.4% | +9.3% |
| 30D | -14.2% | -31.5% | +17.3% | +14.5% |
| 3M | -5.5% | -14.0% | +8.5% | +5.0% |
| 6M | +32.8% | +6.9% | +25.9% | +23.7% |
| YTD | -8.9% | +0.3% | -9.3% | -11.8% |
| 1Y | -7.7% | -6.9% | -0.8% | -5.5% |
| 3Y | +139.0% | -13.9% | +152.9% | +156.6% |
| 5Y | -0.5% | -39.9% | +39.4% | +35.2% |
| All | +329.5% | +70.5% | +258.9% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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