+38.5%
SHOP vs DASH
-1.1%
+39.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.4% | +3.3% | -0.2% |
| 7D | -13.9% | +0.5% | -14.4% | -14.3% |
| 30D | -12.6% | -7.1% | -5.5% | -9.2% |
| 3M | -0.3% | -13.2% | +12.9% | +7.4% |
| 6M | +33.6% | +8.3% | +25.3% | +25.0% |
| YTD | -10.7% | -20.6% | +9.9% | +2.1% |
| 1Y | -11.8% | -24.4% | +12.6% | +1.5% |
| 3Y | +133.9% | +94.5% | +39.3% | +47.5% |
| 5Y | -5.9% | -9.4% | +3.5% | -28.5% |
| All | +38.5% | -1.1% | +39.6% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling