-6.1%
SHOP vs DD
+30.9%
-37.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | -2.5% | +3.2% | -5.7% | -2.6% |
| 30D | -16.7% | +20.3% | -37.0% | -17.8% |
| 3M | -2.2% | +8.2% | -10.4% | -2.5% |
| 6M | +45.6% | +3.4% | +42.2% | +44.2% |
| YTD | -7.3% | +30.6% | -37.9% | -13.8% |
| 1Y | -6.1% | +30.6% | -36.7% | -12.7% |
| All | -6.1% | +30.9% | -37.0% | -12.7% |
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