-4.6%
SHOP vs DAL
+52.2%
-56.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +2.6% |
| 7D | -5.4% | +8.8% | -14.2% | -8.9% |
| 30D | -10.3% | +5.4% | -15.7% | -12.5% |
| 3M | +1.0% | -4.9% | +5.9% | +2.9% |
| 6M | +41.2% | +19.8% | +21.4% | +29.8% |
| YTD | -7.5% | +27.0% | -34.5% | -17.8% |
| 1Y | -4.6% | +52.5% | -57.0% | -23.0% |
| All | -4.6% | +52.2% | -56.8% | -23.0% |
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