-5.6%
SHOP vs DIS
-40.0%
+34.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +1.1% |
| 7D | -5.1% | -2.6% | -2.5% | -2.7% |
| 30D | +0.6% | +3.5% | -2.9% | -3.0% |
| 3M | +25.0% | +6.8% | +18.2% | +17.0% |
| 6M | +11.9% | +3.0% | +8.9% | +8.0% |
| YTD | -9.9% | -6.7% | -3.1% | -5.3% |
| 1Y | 0.0% | -10.1% | +10.0% | +8.0% |
| 3Y | +117.5% | +33.0% | +84.5% | +39.3% |
| All | -5.6% | -40.0% | +34.4% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling