+151.9%
SHOP vs DT
-10.1%
+162.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.2% |
| 7D | -2.7% | -20.2% | +17.6% | +15.0% |
| 30D | -11.0% | -30.8% | +19.8% | +17.2% |
| 3M | +0.3% | -10.2% | +10.5% | +7.6% |
| 6M | +37.7% | +8.0% | +29.7% | +27.4% |
| YTD | -5.5% | +1.5% | -7.0% | -9.0% |
| 1Y | -0.2% | -6.9% | +6.7% | +2.7% |
| 3Y | +151.9% | -10.9% | +162.8% | +154.8% |
| All | +151.9% | -10.1% | +162.0% | +154.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling