+528.8%
SHOP vs DOW
-15.2%
+544.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.4% |
| 7D | -13.2% | -2.4% | -10.8% | -12.6% |
| 30D | -17.0% | -4.1% | -13.0% | -16.2% |
| 3M | +17.0% | -12.4% | +29.4% | +20.9% |
| 6M | -2.1% | -10.6% | +8.5% | -1.8% |
| YTD | -21.4% | +31.1% | -52.4% | -32.2% |
| 1Y | -11.0% | +30.5% | -41.5% | -23.7% |
| 3Y | +100.9% | -34.4% | +135.3% | +118.7% |
| 5Y | -14.7% | -35.5% | +20.8% | -6.5% |
| All | +528.8% | -15.2% | +544.0% | +451.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling