+139.0%
SHOP vs DD
+94.8%
+44.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.1% |
| 7D | +2.8% | +2.2% | +0.6% | +1.7% |
| 30D | -14.2% | +20.7% | -34.9% | -22.3% |
| 3M | -5.5% | +11.3% | -16.8% | -10.9% |
| 6M | +32.8% | +6.0% | +26.8% | +27.8% |
| YTD | -8.9% | +31.7% | -40.6% | -25.3% |
| 1Y | -7.7% | +32.2% | -40.0% | -24.6% |
| 3Y | +139.0% | +92.7% | +46.3% | +41.4% |
| All | +139.0% | +94.8% | +44.2% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling