-11.2%
SHOP vs DIS
-23.4%
+12.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.4% |
| 7D | -1.2% | +1.9% | -3.1% | -3.0% |
| 30D | -14.7% | +9.2% | -23.9% | -21.8% |
| 3M | -7.2% | +13.5% | -20.7% | -18.4% |
| 6M | +54.2% | +14.3% | +39.9% | +34.5% |
| YTD | -8.6% | +5.4% | -14.0% | -14.8% |
| 1Y | +0.5% | +12.2% | -11.6% | -12.8% |
| 3Y | +135.9% | +37.2% | +98.8% | +48.3% |
| All | -11.2% | -23.4% | +12.1% | +38.1% |
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