-9.3%
SHOP vs DOW
-37.1%
+27.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.4% | -8.0% | -7.7% |
| 7D | -4.1% | -2.9% | -1.2% | -3.1% |
| 30D | -11.5% | +2.0% | -13.5% | -12.5% |
| 3M | +21.1% | -12.5% | +33.6% | +26.0% |
| 6M | +3.0% | -9.2% | +12.2% | +2.0% |
| YTD | -16.7% | +30.8% | -47.5% | -32.8% |
| 1Y | -8.3% | +29.4% | -37.7% | -26.6% |
| 3Y | +112.8% | -34.6% | +147.4% | +156.6% |
| 5Y | -9.3% | -35.9% | +26.7% | +11.9% |
| All | -9.3% | -37.1% | +27.9% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling