+8,434.7%
SHOP vs DIA
+264.6%
+8,170.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.2% |
| 7D | -5.1% | -0.2% | -4.9% | -4.8% |
| 30D | +0.6% | -1.5% | +2.1% | +2.9% |
| 3M | +25.0% | +3.8% | +21.3% | +18.9% |
| 6M | +11.9% | +10.3% | +1.6% | -2.6% |
| YTD | -9.9% | +12.1% | -22.0% | -23.1% |
| 1Y | 0.0% | +18.6% | -18.7% | -20.8% |
| 3Y | +117.5% | +60.6% | +56.9% | +20.6% |
| 5Y | -6.6% | +64.4% | -71.1% | -46.2% |
| 10Y | +3,320.3% | +250.1% | +3,070.2% | +729.2% |
| All | +8,434.7% | +264.6% | +8,170.1% | +1,740.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling