+135.9%
SHOP vs DAL
+163.9%
-27.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.4% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | -14.7% | +12.8% | -27.6% | -20.2% |
| 3M | -7.2% | -5.3% | -1.9% | -4.8% |
| 6M | +54.2% | +22.4% | +31.8% | +37.1% |
| YTD | -8.6% | +25.6% | -34.2% | -21.0% |
| 1Y | +0.5% | +45.5% | -45.0% | -20.1% |
| 3Y | +135.9% | +161.0% | -25.0% | +49.3% |
| All | +135.9% | +163.9% | -27.9% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling