-5.6%
SHOP vs DASH
+8.6%
-14.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +2.8% |
| 7D | -5.1% | -10.6% | +5.5% | +2.8% |
| 30D | +0.6% | +2.2% | -1.6% | -1.3% |
| 3M | +25.0% | +32.3% | -7.2% | +1.2% |
| 6M | +11.9% | +19.1% | -7.2% | -1.8% |
| YTD | -9.9% | -6.5% | -3.4% | -5.6% |
| 1Y | 0.0% | -14.9% | +14.9% | +8.4% |
| 3Y | +117.5% | +151.9% | -34.4% | +2.5% |
| All | -5.6% | +8.6% | -14.2% | -37.4% |
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