+3,003.4%
SHOP vs DAR
+367.0%
+2,636.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.9% | -10.5% | -8.5% |
| 7D | -4.1% | -0.9% | -3.2% | -3.9% |
| 30D | -11.5% | +13.0% | -24.5% | -15.4% |
| 3M | +21.1% | +15.0% | +6.1% | +14.2% |
| 6M | +3.0% | +26.8% | -23.8% | -6.7% |
| YTD | -16.7% | +86.4% | -103.1% | -34.3% |
| 1Y | -8.3% | +115.1% | -123.4% | -32.1% |
| 3Y | +112.8% | +14.6% | +98.2% | +90.3% |
| 5Y | -9.3% | -8.8% | -0.5% | -13.3% |
| 10Y | +3,003.4% | +356.5% | +2,646.9% | +1,444.0% |
| All | +3,003.4% | +367.0% | +2,636.4% | +1,444.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling