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  • SHEL vs DLTR✓SelectedUSD · DLTRSHEL vs DLTR performance historyLatest closeAs of+0.29%09/09
Stock and ETF performance explorer

SHEL vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,257.8%
DLTR return
+10,476.7%
Excess return
-9,218.9%
Maximum drawdown
-67.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
1D+0.3%-4.6%+4.8%+0.8%
7D+3.0%-10.2%+13.3%+4.3%
30D+7.2%-8.5%+15.7%+8.2%
3M+12.9%+5.6%+7.3%+11.9%
6M+13.7%+2.2%+11.5%+12.5%
YTD+33.7%-3.8%+37.4%+33.1%
1Y+37.9%+22.9%+14.9%+32.9%
3Y+70.2%+2.0%+68.2%+64.4%
5Y+192.3%+29.8%+162.5%+168.8%
10Y+207.3%+45.0%+162.3%+174.2%
All+1,257.8%+10,476.7%-9,218.9%+731.8%

Cumulative growth

Daily Returns

Daily percentage return beside DLTR.

Daily Out/Under-Performance

Portfolio return minus DLTR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DLTR 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded DLTR 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…

1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling