-4.9%
SHOP vs DLR
+11.0%
-15.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.8% | +6.8% |
| 7D | -9.0% | +2.8% | -11.9% | -9.5% |
| 30D | -4.4% | +2.8% | -7.2% | -5.0% |
| 3M | +24.1% | -4.0% | +28.1% | +24.8% |
| 6M | +20.0% | -5.6% | +25.6% | +21.6% |
| YTD | -4.9% | +21.9% | -26.9% | -12.7% |
| 1Y | -4.9% | +13.0% | -17.9% | -6.8% |
| All | -4.9% | +11.0% | -15.9% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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