+96.1%
SHOP vs DTE
+45.3%
+50.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | -0.1% |
| 7D | -13.2% | -2.0% | -11.2% | -13.2% |
| 30D | -17.0% | -2.4% | -14.6% | -17.0% |
| 3M | +17.0% | -7.3% | +24.3% | +17.3% |
| 6M | -2.1% | -7.6% | +5.5% | -1.8% |
| YTD | -21.4% | +5.8% | -27.2% | -23.3% |
| 1Y | -11.0% | +2.3% | -13.3% | -12.3% |
| All | +96.1% | +45.3% | +50.8% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling