-4.3%
SHOP vs DASH
-12.8%
+8.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.6% |
| 7D | -2.7% | -4.8% | +2.1% | +0.6% |
| 30D | -11.0% | -7.9% | -3.1% | -6.4% |
| 3M | +0.3% | -16.3% | +16.6% | +12.4% |
| 6M | +37.7% | +10.4% | +27.3% | +25.5% |
| YTD | -5.5% | -20.1% | +14.6% | -3.9% |
| All | -4.3% | -12.8% | +8.5% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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