-2.9%
SHOP vs D
+12.5%
-15.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.8% |
| 7D | -5.4% | +3.0% | -8.4% | -5.8% |
| 30D | -10.3% | +11.5% | -21.8% | -11.8% |
| 3M | +1.0% | +3.7% | -2.7% | +0.4% |
| 6M | +41.2% | +13.5% | +27.7% | +37.6% |
| YTD | -7.5% | +20.7% | -28.2% | -11.3% |
| 1Y | -4.6% | +18.2% | -22.8% | -8.2% |
| 3Y | +146.4% | +73.3% | +73.1% | +105.2% |
| All | -2.9% | +12.5% | -15.4% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling