+139.0%
SHOP vs DAL
+183.7%
-44.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +2.8% | +10.7% | -7.9% | -2.6% |
| 30D | -14.2% | +12.5% | -26.7% | -19.6% |
| 3M | -5.5% | +3.6% | -9.2% | -7.5% |
| 6M | +32.8% | +26.7% | +6.1% | +16.0% |
| YTD | -8.9% | +34.3% | -43.2% | -23.9% |
| 1Y | -7.7% | +59.1% | -66.9% | -30.1% |
| 3Y | +139.0% | +179.9% | -40.8% | +45.8% |
| All | +139.0% | +183.7% | -44.7% | +45.8% |
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