+112.8%
SHOP vs DRI
+56.7%
+56.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.7% |
| 3M | +21.1% | +9.5% | +11.5% | +16.4% |
| 6M | +3.0% | +6.5% | -3.5% | -0.3% |
| YTD | -16.7% | +18.4% | -35.1% | -24.0% |
| 1Y | -8.3% | +4.2% | -12.5% | -11.3% |
| 3Y | +112.8% | +57.1% | +55.7% | +60.7% |
| All | +112.8% | +56.7% | +56.1% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling