+8,659.4%
SHOP vs D
+55.3%
+8,604.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.0% |
| 7D | -5.4% | +3.0% | -8.4% | -6.1% |
| 30D | -10.3% | +11.5% | -21.8% | -12.9% |
| 3M | +1.0% | +3.7% | -2.7% | -0.1% |
| 6M | +41.2% | +13.5% | +27.7% | +35.5% |
| YTD | -7.5% | +20.7% | -28.2% | -13.2% |
| 1Y | -4.6% | +18.2% | -22.8% | -10.0% |
| 3Y | +146.4% | +73.3% | +73.1% | +99.7% |
| 5Y | -2.5% | +12.3% | -14.8% | -9.6% |
| 10Y | +3,703.6% | +43.4% | +3,660.2% | +3,130.9% |
| All | +8,659.4% | +55.3% | +8,604.2% | +7,707.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling