-5.6%
SHOP vs DAL
+106.7%
-112.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.7% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | +0.6% | -13.9% | +14.5% | +10.7% |
| 3M | +25.0% | +1.1% | +24.0% | +23.2% |
| 6M | +11.9% | +26.2% | -14.3% | -6.2% |
| YTD | -9.9% | +16.4% | -26.3% | -20.8% |
| 1Y | 0.0% | +33.9% | -33.9% | -21.0% |
| 3Y | +117.5% | +93.4% | +24.1% | +21.5% |
| All | -5.6% | +106.7% | -112.3% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling