-5.9%
SHOP vs DASH
-12.0%
+6.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.4% | +3.3% | +0.8% |
| 7D | -13.9% | +0.5% | -14.4% | -14.4% |
| 30D | -12.6% | -7.1% | -5.5% | -8.7% |
| 3M | -0.3% | -13.2% | +12.9% | +8.5% |
| 6M | +33.6% | +8.3% | +25.3% | +23.0% |
| YTD | -10.7% | -20.6% | +9.9% | +3.8% |
| 1Y | -11.8% | -24.4% | +12.6% | +3.1% |
| 3Y | +133.9% | +94.5% | +39.3% | +29.8% |
| 5Y | -5.9% | -9.4% | +3.5% | -33.5% |
| All | -5.9% | -12.0% | +6.0% | -33.5% |
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