+8,434.7%
SHOP vs DD
+88.2%
+8,346.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -5.1% | -3.5% | -1.6% | -3.4% |
| 30D | +0.6% | -10.3% | +10.9% | +5.9% |
| 3M | +25.0% | -7.5% | +32.6% | +29.8% |
| 6M | +11.9% | -8.0% | +19.9% | +14.3% |
| YTD | -9.9% | +10.5% | -20.3% | -16.6% |
| 1Y | 0.0% | +38.3% | -38.3% | -18.2% |
| 3Y | +117.5% | +42.5% | +75.0% | +74.2% |
| 5Y | -6.6% | +60.2% | -66.8% | -28.6% |
| 10Y | +3,320.3% | +68.9% | +3,251.5% | +2,195.7% |
| All | +8,434.7% | +88.2% | +8,346.6% | +5,765.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling