+41.2%
SHOP vs DIS
+10.4%
+30.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.9% |
| 7D | -5.4% | +5.2% | -10.7% | -9.3% |
| 30D | -10.3% | +11.5% | -21.8% | -18.4% |
| 3M | +1.0% | +11.5% | -10.5% | -8.6% |
| 6M | +41.2% | +8.9% | +32.4% | +33.1% |
| All | +41.2% | +10.4% | +30.8% | +33.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling