-12.1%
SHOP vs DAL
+106.7%
-118.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.6% | +1.8% |
| 7D | +2.1% | +1.4% | +0.7% | +1.0% |
| 30D | -16.8% | +9.1% | -25.9% | -21.8% |
| 3M | -2.4% | -3.5% | +1.1% | -0.5% |
| 6M | +47.0% | +23.4% | +23.6% | +25.6% |
| YTD | -8.8% | +26.0% | -34.9% | -24.8% |
| 1Y | -6.3% | +44.6% | -50.9% | -30.0% |
| 3Y | +139.3% | +162.7% | -23.4% | +0.3% |
| 5Y | -12.1% | +113.0% | -125.1% | -59.9% |
| All | -12.1% | +106.7% | -118.8% | -59.9% |
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