0.0%
SHOP vs DOW
+30.0%
-30.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.7% |
| 7D | -5.1% | -2.4% | -2.7% | -5.2% |
| 30D | +0.6% | +0.4% | +0.2% | +0.6% |
| 3M | +25.0% | -14.4% | +39.4% | +25.4% |
| 6M | +11.9% | -7.0% | +18.9% | +9.0% |
| YTD | -9.9% | +30.2% | -40.1% | -18.6% |
| 1Y | 0.0% | +29.2% | -29.2% | -10.6% |
| All | 0.0% | +30.0% | -30.1% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling