+3,663.5%
SHOP vs DIA
+238.0%
+3,425.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.1% |
| 7D | -2.5% | -1.6% | -0.8% | 0.0% |
| 30D | -16.7% | +1.3% | -18.0% | -17.9% |
| 3M | -2.2% | -2.1% | -0.1% | +1.5% |
| 6M | +45.6% | +6.2% | +39.3% | +34.4% |
| YTD | -7.3% | +10.3% | -17.6% | -18.9% |
| 1Y | -6.1% | +11.0% | -17.1% | -18.3% |
| 3Y | +143.3% | +60.4% | +83.0% | +34.0% |
| 5Y | +0.2% | +59.1% | -58.9% | -40.3% |
| 10Y | +3,663.5% | +237.1% | +3,426.4% | +1,013.6% |
| All | +3,663.5% | +238.0% | +3,425.5% | +1,013.6% |
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