-2.9%
SHOP vs DASH
-9.9%
+7.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.7% |
| 7D | -5.4% | +0.4% | -5.8% | -5.9% |
| 30D | -10.3% | -6.0% | -4.3% | -7.1% |
| 3M | +1.0% | -15.8% | +16.7% | +12.4% |
| 6M | +41.2% | +7.0% | +34.3% | +31.3% |
| YTD | -7.5% | -20.7% | +13.2% | +7.7% |
| 1Y | -4.6% | -8.5% | +4.0% | -1.6% |
| 3Y | +146.4% | +101.8% | +44.6% | +33.0% |
| All | -2.9% | -9.9% | +7.0% | -31.4% |
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