+8,659.4%
SHOP vs DRI
+444.0%
+8,215.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.0% |
| 7D | -5.4% | +2.8% | -8.3% | -6.3% |
| 30D | -10.3% | +13.3% | -23.6% | -14.5% |
| 3M | +1.0% | +8.2% | -7.2% | -2.2% |
| 6M | +41.2% | +17.5% | +23.7% | +32.3% |
| YTD | -7.5% | +26.9% | -34.4% | -16.6% |
| 1Y | -4.6% | +31.6% | -36.1% | -15.3% |
| 3Y | +146.4% | +67.0% | +79.5% | +98.2% |
| 5Y | -2.5% | +72.9% | -75.5% | -22.1% |
| 10Y | +3,703.6% | +371.3% | +3,332.3% | +1,966.5% |
| All | +8,659.4% | +444.0% | +8,215.4% | +5,489.7% |
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 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