-2.9%
SHOP vs DIA
+53.0%
-55.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +4.5% |
| 7D | -5.4% | -0.9% | -4.5% | -3.2% |
| 30D | -10.3% | +0.3% | -10.6% | -10.5% |
| 3M | +1.0% | -4.5% | +5.5% | +12.8% |
| 6M | +41.2% | +3.4% | +37.9% | +31.3% |
| YTD | -7.5% | +7.8% | -15.3% | -22.2% |
| 1Y | -4.6% | +10.7% | -15.3% | -24.6% |
| 3Y | +146.4% | +57.5% | +88.9% | -14.1% |
| All | -2.9% | +53.0% | -55.9% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling