+3,557.0%
SHOP vs DLR
+179.9%
+3,377.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.9% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | -14.2% | +1.2% | -15.4% | -15.0% |
| 3M | -5.5% | -4.8% | -0.7% | -3.0% |
| 6M | +32.8% | -6.1% | +38.9% | +35.5% |
| YTD | -8.9% | +19.3% | -28.2% | -21.5% |
| 1Y | -7.7% | +10.0% | -17.7% | -16.0% |
| 3Y | +139.0% | +53.8% | +85.2% | +70.9% |
| 5Y | -0.5% | +39.1% | -39.7% | -24.6% |
| 10Y | +3,557.0% | +188.1% | +3,368.9% | +1,954.7% |
| All | +3,557.0% | +179.9% | +3,377.2% | +1,954.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling