+139.0%
SHOP vs DIS
+36.4%
+102.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +2.8% | +4.4% | -1.6% | +0.2% |
| 30D | -14.2% | +10.3% | -24.5% | -19.4% |
| 3M | -5.5% | +15.5% | -21.1% | -13.9% |
| 6M | +32.8% | +11.2% | +21.6% | +23.8% |
| YTD | -8.9% | +5.6% | -14.5% | -12.9% |
| 1Y | -7.7% | +7.7% | -15.5% | -13.1% |
| 3Y | +139.0% | +39.3% | +99.7% | +100.8% |
| All | +139.0% | +36.4% | +102.6% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling