+51.7%
DELL vs SHOP
+39.0%
+12.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.8% | +9.9% | +11.4% |
| 7D | +0.4% | -2.5% | +2.8% | +1.0% |
| 30D | -35.1% | -16.7% | -18.4% | -32.8% |
| 3M | -15.1% | -2.2% | -12.9% | -13.6% |
| 6M | +51.7% | +45.6% | +6.2% | +29.3% |
| All | +51.7% | +39.0% | +12.7% | +29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling