+135.9%
SHOP vs D
+73.4%
+62.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.2% | -1.4% | +0.1% | -1.3% |
| 30D | -14.7% | +7.7% | -22.5% | -14.3% |
| 3M | -7.2% | -0.3% | -6.9% | -7.1% |
| 6M | +54.2% | +10.1% | +44.1% | +54.5% |
| YTD | -8.6% | +19.1% | -27.7% | -8.6% |
| 1Y | +0.5% | +15.9% | -15.4% | +0.7% |
| 3Y | +135.9% | +75.0% | +60.9% | +117.1% |
| All | +135.9% | +73.4% | +62.6% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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