+620.6%
SHOP vs DOW
-15.8%
+636.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.4% |
| 7D | -5.1% | -2.4% | -2.7% | -4.5% |
| 30D | +0.6% | +0.4% | +0.2% | +0.1% |
| 3M | +25.0% | -14.4% | +39.4% | +30.1% |
| 6M | +11.9% | -7.0% | +18.9% | +10.7% |
| YTD | -9.9% | +30.2% | -40.1% | -22.1% |
| 1Y | 0.0% | +29.2% | -29.2% | -14.1% |
| 3Y | +117.5% | -36.7% | +154.2% | +139.7% |
| 5Y | -6.6% | -37.7% | +31.0% | +3.3% |
| All | +620.6% | -15.8% | +636.4% | +533.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling