-4.9%
SHOP vs DTE
+5.6%
-10.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +8.3% |
| 7D | -9.0% | +4.2% | -13.3% | -7.5% |
| 30D | -4.4% | +10.0% | -14.4% | -0.3% |
| 3M | +24.1% | -2.1% | +26.2% | +22.1% |
| 6M | +20.0% | -4.7% | +24.6% | +18.0% |
| YTD | -4.9% | +9.3% | -14.2% | -4.7% |
| 1Y | -4.9% | +6.6% | -11.5% | -3.0% |
| All | -4.9% | +5.6% | -10.5% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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