+3,781.0%
SHOP vs DIA
+235.1%
+3,545.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | 0.0% |
| 7D | -1.2% | +2.1% | -3.4% | -4.2% |
| 30D | -14.7% | +1.5% | -16.2% | -16.2% |
| 3M | -7.2% | -2.4% | -4.8% | -3.2% |
| 6M | +54.2% | +6.0% | +48.2% | +42.9% |
| YTD | -8.6% | +10.1% | -18.7% | -19.7% |
| 1Y | +0.5% | +11.8% | -11.3% | -13.6% |
| 3Y | +135.9% | +59.7% | +76.2% | +30.7% |
| 5Y | -11.9% | +57.9% | -69.8% | -47.1% |
| All | +3,781.0% | +235.1% | +3,545.9% | +1,061.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling