-6.1%
SHOP vs DT
-4.9%
-1.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.6% |
| 7D | -2.5% | -5.4% | +3.0% | +1.5% |
| 30D | -16.7% | -32.2% | +15.5% | +8.9% |
| 3M | -2.2% | -10.9% | +8.7% | +5.1% |
| 6M | +45.6% | +10.0% | +35.6% | +35.6% |
| YTD | -7.3% | +2.1% | -9.4% | -14.3% |
| 1Y | -6.1% | -5.5% | -0.6% | -10.6% |
| All | -6.1% | -4.9% | -1.2% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling