+1,106.2%
DELL vs SHOP
-15.0%
+1,121.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.7% | +1.4% |
| 7D | +8.7% | -10.6% | +19.4% | +11.1% |
| 30D | +16.9% | -18.3% | +35.2% | +21.6% |
| 3M | +40.4% | +14.8% | +25.6% | +35.0% |
| 6M | +267.1% | -5.0% | +272.1% | +264.3% |
| YTD | +329.1% | -21.2% | +350.3% | +339.8% |
| 1Y | +346.9% | -11.6% | +358.5% | +346.2% |
| 3Y | +696.6% | +101.2% | +595.4% | +565.4% |
| 5Y | +1,106.2% | -15.7% | +1,121.9% | +893.5% |
| All | +1,106.2% | -15.0% | +1,121.1% | +893.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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