+3,557.0%
SHOP vs DRI
+343.2%
+3,213.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | +2.8% | +4.2% | -1.4% | +1.3% |
| 30D | -14.2% | +15.7% | -29.9% | -18.8% |
| 3M | -5.5% | +5.8% | -11.3% | -7.7% |
| 6M | +32.8% | +18.4% | +14.4% | +24.2% |
| YTD | -8.9% | +28.2% | -37.1% | -18.1% |
| 1Y | -7.7% | +35.9% | -43.6% | -18.9% |
| 3Y | +139.0% | +67.7% | +71.3% | +92.5% |
| 5Y | -0.5% | +77.9% | -78.4% | -21.0% |
| 10Y | +3,557.0% | +338.7% | +3,218.3% | +2,435.1% |
| All | +3,557.0% | +343.2% | +3,213.8% | +2,435.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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