+3.2%
SHOP vs DOW
-30.8%
+34.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.6% |
| 7D | -2.7% | -9.4% | +6.8% | +0.6% |
| 30D | -11.0% | +8.9% | -19.9% | -14.0% |
| 3M | +0.3% | +6.7% | -6.4% | -3.0% |
| 6M | +37.7% | -14.2% | +51.9% | +43.4% |
| YTD | -5.5% | +36.9% | -42.5% | -25.9% |
| 1Y | -0.2% | +45.8% | -46.0% | -24.9% |
| 3Y | +151.9% | -23.9% | +175.8% | +173.8% |
| All | +3.2% | -30.8% | +34.0% | +30.3% |
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