+3,772.8%
SHOP vs DD
+98.3%
+3,674.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | +2.1% | +6.7% | -4.6% | -1.1% |
| 30D | -16.8% | +19.4% | -36.3% | -24.3% |
| 3M | -2.4% | +7.6% | -10.0% | -6.6% |
| 6M | +47.0% | +2.9% | +44.1% | +43.2% |
| YTD | -8.8% | +29.9% | -38.7% | -22.9% |
| 1Y | -6.3% | +28.6% | -34.9% | -20.4% |
| 3Y | +139.3% | +90.0% | +49.3% | +64.1% |
| 5Y | -12.1% | +68.1% | -80.2% | -36.6% |
| All | +3,772.8% | +98.3% | +3,674.5% | +2,558.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling