0.0%
SHOP vs DIA
+19.6%
-19.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.3% |
| 7D | -5.1% | -0.2% | -4.9% | -4.7% |
| 30D | +0.6% | -1.5% | +2.1% | +3.2% |
| 3M | +25.0% | +3.8% | +21.3% | +18.0% |
| 6M | +11.9% | +10.3% | +1.6% | -5.7% |
| YTD | -9.9% | +12.1% | -22.0% | -26.4% |
| 1Y | 0.0% | +18.6% | -18.7% | -27.1% |
| All | 0.0% | +19.6% | -19.6% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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