+54.2%
SHOP vs DOW
-15.6%
+69.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.1% |
| 7D | -1.2% | +5.2% | -6.4% | +0.8% |
| 30D | -14.7% | +13.2% | -27.9% | -10.3% |
| 3M | -7.2% | +10.1% | -17.3% | -2.8% |
| 6M | +54.2% | -13.1% | +67.3% | +58.2% |
| All | +54.2% | -15.6% | +69.8% | +58.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling