-11.2%
SHOP vs DINO
+116.3%
-127.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.8% |
| 7D | -11.2% | +2.3% | -13.5% | -10.8% |
| 30D | -14.4% | +22.6% | -37.0% | -11.0% |
| 3M | +16.6% | +55.2% | -38.7% | +25.9% |
| 6M | -0.6% | +93.8% | -94.3% | +10.4% |
| YTD | -20.0% | +139.5% | -159.5% | -12.5% |
| 1Y | -11.2% | +115.3% | -126.5% | -0.9% |
| All | -11.2% | +116.3% | -127.5% | -0.9% |
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