+8,434.7%
SHOP vs DRI
+417.0%
+8,017.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -5.1% | +0.6% | -5.7% | -5.3% |
| 30D | +0.6% | +3.8% | -3.3% | -1.1% |
| 3M | +25.0% | +13.0% | +12.0% | +19.0% |
| 6M | +11.9% | +8.3% | +3.6% | +7.8% |
| YTD | -9.9% | +20.6% | -30.5% | -17.2% |
| 1Y | 0.0% | +6.5% | -6.5% | -4.0% |
| 3Y | +117.5% | +53.7% | +63.8% | +80.6% |
| 5Y | -6.6% | +72.7% | -79.3% | -24.9% |
| 10Y | +3,320.3% | +363.2% | +2,957.2% | +1,764.2% |
| All | +8,434.7% | +417.0% | +8,017.7% | +5,450.6% |
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