+146.4%
SHOP vs DRI
+66.4%
+80.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.0% |
| 7D | -5.4% | +2.8% | -8.3% | -6.4% |
| 30D | -10.3% | +13.3% | -23.6% | -14.5% |
| 3M | +1.0% | +8.2% | -7.2% | -2.3% |
| 6M | +41.2% | +17.5% | +23.7% | +32.4% |
| YTD | -7.5% | +26.9% | -34.4% | -17.3% |
| 1Y | -4.6% | +31.6% | -36.1% | -16.3% |
| 3Y | +146.4% | +67.0% | +79.5% | +103.5% |
| All | +146.4% | +66.4% | +80.0% | +103.5% |
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