-12.8%
SHOP vs DTE
+30.3%
-43.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | -11.2% | -2.6% | -8.7% | -10.9% |
| 30D | -14.4% | -4.4% | -10.0% | -13.8% |
| 3M | +16.6% | -8.3% | +24.9% | +18.1% |
| 6M | -0.6% | -8.1% | +7.5% | +0.5% |
| YTD | -20.0% | +4.4% | -24.4% | -22.0% |
| 1Y | -11.2% | +0.2% | -11.4% | -12.4% |
| 3Y | +99.5% | +42.6% | +56.9% | +73.6% |
| All | -12.8% | +30.3% | -43.1% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling