+8,355.9%
SHOP vs D
+57.6%
+8,298.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.9% | -6.0% |
| 7D | -13.9% | +6.9% | -20.8% | -15.3% |
| 30D | -12.6% | +12.3% | -24.9% | -15.3% |
| 3M | -0.3% | +3.0% | -3.4% | -1.2% |
| 6M | +33.6% | +12.8% | +20.8% | +28.5% |
| YTD | -10.7% | +22.6% | -33.3% | -16.5% |
| 1Y | -11.8% | +21.7% | -33.4% | -17.5% |
| 3Y | +133.9% | +83.9% | +49.9% | +85.6% |
| 5Y | -5.9% | +14.0% | -19.9% | -13.0% |
| 10Y | +3,571.8% | +45.6% | +3,526.2% | +3,007.1% |
| All | +8,355.9% | +57.6% | +8,298.3% | +7,408.4% |
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