-4.9%
SHOP vs DAR
+63.3%
-68.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.5% | +9.8% | +6.7% |
| 7D | -9.0% | -5.7% | -3.3% | -10.3% |
| 30D | -4.4% | -16.6% | +12.2% | -8.7% |
| 3M | +24.1% | -13.1% | +37.2% | +19.5% |
| 6M | +20.0% | -18.8% | +38.7% | +15.0% |
| YTD | -4.9% | +45.3% | -50.2% | -6.8% |
| 1Y | -4.9% | +60.6% | -65.5% | -8.0% |
| All | -4.9% | +63.3% | -68.2% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling