-4.3%
SHOP vs DIS
+8.7%
-13.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +0.9% |
| 7D | -2.7% | +5.3% | -8.0% | -5.4% |
| 30D | -11.0% | +10.2% | -21.2% | -15.8% |
| 3M | +0.3% | +13.5% | -13.2% | -6.8% |
| 6M | +37.7% | +11.1% | +26.6% | +27.9% |
| YTD | -5.5% | +5.5% | -11.0% | -12.7% |
| All | -4.3% | +8.7% | -13.0% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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