+8,844.7%
SHOP vs DRI
+452.2%
+8,392.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.5% |
| 7D | -2.7% | +3.1% | -5.8% | -3.7% |
| 30D | -11.0% | +16.2% | -27.2% | -16.0% |
| 3M | +0.3% | +8.4% | -8.0% | -2.9% |
| 6M | +37.7% | +19.0% | +18.7% | +28.4% |
| YTD | -5.5% | +28.8% | -34.4% | -15.3% |
| 1Y | -0.2% | +33.1% | -33.4% | -11.9% |
| 3Y | +151.9% | +70.8% | +81.1% | +100.8% |
| 5Y | -2.2% | +74.2% | -76.4% | -22.1% |
| 10Y | +3,647.2% | +345.5% | +3,301.7% | +1,996.3% |
| All | +8,844.7% | +452.2% | +8,392.5% | +5,575.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling