+3,003.4%
SHOP vs DRI
+350.3%
+2,653.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.8% | -5.7% | -6.9% |
| 7D | -4.1% | -1.2% | -2.9% | -3.6% |
| 30D | -11.5% | -0.4% | -11.1% | -11.6% |
| 3M | +21.1% | +9.5% | +11.5% | +16.8% |
| 6M | +3.0% | +6.5% | -3.5% | -0.1% |
| YTD | -16.7% | +18.4% | -35.1% | -22.8% |
| 1Y | -8.3% | +4.2% | -12.5% | -11.1% |
| 3Y | +112.8% | +57.1% | +55.7% | +75.9% |
| 5Y | -9.3% | +70.4% | -79.7% | -26.4% |
| 10Y | +3,003.4% | +354.0% | +2,649.4% | +1,818.7% |
| All | +3,003.4% | +350.3% | +2,653.2% | +1,818.7% |
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