-4.9%
SHOP vs DAL
+57.1%
-62.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.2% | +0.2% | +4.0% |
| 7D | -9.0% | +11.1% | -20.1% | -13.2% |
| 30D | -4.4% | +7.7% | -12.1% | -7.8% |
| 3M | +24.1% | -3.5% | +27.6% | +25.4% |
| 6M | +20.0% | +31.3% | -11.3% | +5.5% |
| YTD | -4.9% | +30.0% | -34.9% | -16.6% |
| 1Y | -4.9% | +62.1% | -67.0% | -26.3% |
| All | -4.9% | +57.1% | -62.0% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 1y: compounded portfolio wealth divided by compounded DAL 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…
1y analysis · Full analysis span regression · 6 months rolling