-2.2%
SHOP vs DT
-42.7%
+40.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.0% |
| 7D | -2.7% | -20.2% | +17.6% | +19.0% |
| 30D | -11.0% | -30.8% | +19.8% | +24.0% |
| 3M | +0.3% | -10.2% | +10.5% | +8.6% |
| 6M | +37.7% | +8.0% | +29.7% | +23.5% |
| YTD | -5.5% | +1.5% | -7.0% | -11.5% |
| 1Y | -0.2% | -6.9% | +6.7% | +1.3% |
| 3Y | +151.9% | -10.9% | +162.8% | +155.3% |
| 5Y | -2.2% | -42.2% | +40.0% | +34.1% |
| All | -2.2% | -42.7% | +40.5% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling