-15.7%
SHOP vs DINO
+328.2%
-343.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | -10.6% | +2.0% | -12.6% | -11.0% |
| 30D | -18.3% | +27.7% | -46.0% | -22.1% |
| 3M | +14.8% | +56.3% | -41.5% | +4.6% |
| 6M | -5.0% | +107.6% | -112.6% | -19.4% |
| YTD | -21.2% | +140.2% | -161.4% | -36.4% |
| 1Y | -11.6% | +113.0% | -124.6% | -26.5% |
| 3Y | +101.2% | +100.1% | +1.2% | +57.7% |
| 5Y | -15.7% | +328.7% | -344.4% | -41.7% |
| All | -15.7% | +328.2% | -343.9% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling