+2,993.7%
SHOP vs DTE
+137.8%
+2,855.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | -11.2% | -2.6% | -8.7% | -10.7% |
| 30D | -14.4% | -4.4% | -10.0% | -13.5% |
| 3M | +16.6% | -8.3% | +24.9% | +18.9% |
| 6M | -0.6% | -8.1% | +7.5% | +1.0% |
| YTD | -20.0% | +4.4% | -24.4% | -21.8% |
| 1Y | -11.2% | +0.2% | -11.4% | -12.2% |
| 3Y | +99.5% | +42.6% | +56.9% | +75.6% |
| 5Y | -13.2% | +31.5% | -44.7% | -22.3% |
| All | +2,993.7% | +137.8% | +2,855.9% | +2,357.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling