+271.4%
SHOP vs DT
+98.4%
+173.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.9% |
| 7D | -10.6% | -0.5% | -10.1% | -10.2% |
| 30D | -18.3% | +0.1% | -18.4% | -18.5% |
| 3M | +14.8% | +24.1% | -9.3% | -2.8% |
| 6M | -5.0% | +30.1% | -35.1% | -23.7% |
| YTD | -21.2% | +16.8% | -38.0% | -31.6% |
| 1Y | -11.6% | -0.1% | -11.5% | -14.1% |
| 3Y | +101.2% | +6.8% | +94.4% | +85.1% |
| 5Y | -15.7% | -28.4% | +12.7% | +0.6% |
| All | +271.4% | +98.4% | +173.0% | +126.0% |
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