-4.9%
SHOP vs DINO
+105.4%
-110.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -7.8% | +15.1% | +5.1% |
| 7D | -9.0% | -6.6% | -2.4% | -10.5% |
| 30D | -4.4% | -9.2% | +4.8% | -6.3% |
| 3M | +24.1% | +19.2% | +4.9% | +30.6% |
| 6M | +20.0% | +47.6% | -27.6% | +32.5% |
| YTD | -4.9% | +132.2% | -137.2% | +11.6% |
| 1Y | -4.9% | +102.0% | -106.9% | +9.9% |
| All | -4.9% | +105.4% | -110.3% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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