-11.2%
SHOP vs DASH
-30.7%
+19.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.7% |
| 7D | -1.2% | -4.5% | +3.3% | +2.2% |
| 30D | -14.7% | -6.8% | -7.9% | -11.1% |
| 3M | -7.2% | -20.7% | +13.5% | +8.2% |
| 6M | +54.2% | +15.1% | +39.1% | +35.3% |
| YTD | -8.6% | -24.3% | +15.6% | +10.2% |
| 1Y | +0.5% | -12.1% | +12.7% | +6.9% |
| 3Y | +135.9% | +91.1% | +44.9% | +31.0% |
| All | -11.2% | -30.7% | +19.5% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling