+7,788.2%
SHOP vs DTE
+194.6%
+7,593.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.9% | -8.4% | -7.8% |
| 7D | -4.1% | +0.9% | -5.0% | -4.3% |
| 30D | -11.5% | -1.9% | -9.7% | -11.2% |
| 3M | +21.1% | -3.3% | +24.4% | +21.7% |
| 6M | +3.0% | -7.1% | +10.1% | +4.4% |
| YTD | -16.7% | +8.1% | -24.8% | -19.2% |
| 1Y | -8.3% | +5.3% | -13.6% | -10.4% |
| 3Y | +112.8% | +48.2% | +64.7% | +86.1% |
| 5Y | -9.3% | +33.2% | -42.5% | -18.8% |
| 10Y | +3,003.4% | +137.5% | +2,865.9% | +2,253.6% |
| All | +7,788.2% | +194.6% | +7,593.6% | +5,841.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling