-4.9%
SHOP vs DOW
+50.2%
-55.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.2% | +10.6% | +6.7% |
| 7D | -9.0% | -4.2% | -4.8% | -9.7% |
| 30D | -4.4% | +14.7% | -19.1% | -1.9% |
| 3M | +24.1% | +9.1% | +15.0% | +26.6% |
| 6M | +20.0% | -17.7% | +37.6% | +20.4% |
| YTD | -4.9% | +44.6% | -49.6% | -7.6% |
| 1Y | -4.9% | +51.9% | -56.8% | -8.8% |
| All | -4.9% | +50.2% | -55.2% | -8.8% |
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