-4.9%
SHOP vs DD
+49.3%
-54.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.8% | +9.1% | +7.4% |
| 7D | -9.0% | +8.7% | -17.7% | -9.5% |
| 30D | -4.4% | +15.3% | -19.8% | -5.6% |
| 3M | +24.1% | +5.9% | +18.2% | +23.8% |
| 6M | +20.0% | +11.6% | +8.4% | +18.1% |
| YTD | -4.9% | +26.5% | -31.5% | -12.1% |
| 1Y | -4.9% | +35.4% | -40.3% | -13.9% |
| All | -4.9% | +49.3% | -54.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling