-11.6%
SHOP vs DIA
+16.7%
-28.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -4.1% |
| 7D | -10.6% | -1.2% | -9.4% | -8.5% |
| 30D | -18.3% | -2.7% | -15.6% | -14.1% |
| 3M | +14.8% | +3.3% | +11.6% | +9.3% |
| 6M | -5.0% | +10.4% | -15.5% | -20.5% |
| YTD | -21.2% | +10.0% | -31.2% | -33.6% |
| 1Y | -11.6% | +16.2% | -27.8% | -34.7% |
| All | -11.6% | +16.7% | -28.3% | -34.7% |
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 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