+8,680.0%
SHOP vs DIS
+19.5%
+8,660.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | -2.5% | +0.6% | -3.1% | -2.8% |
| 30D | -16.7% | +10.3% | -27.0% | -22.0% |
| 3M | -2.2% | +15.6% | -17.8% | -11.3% |
| 6M | +45.6% | +15.1% | +30.4% | +32.4% |
| YTD | -7.3% | +6.0% | -13.2% | -11.5% |
| 1Y | -6.1% | +5.7% | -11.8% | -10.6% |
| 3Y | +143.3% | +39.8% | +103.5% | +88.6% |
| 5Y | +0.2% | -23.9% | +24.0% | +12.5% |
| 10Y | +3,663.5% | +32.9% | +3,630.5% | +2,792.0% |
| All | +8,680.0% | +19.5% | +8,660.5% | +7,792.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling