+3,781.0%
SHOP vs DLR
+188.2%
+3,592.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.4% |
| 7D | -1.2% | +3.3% | -4.5% | -3.4% |
| 30D | -14.7% | +4.6% | -19.3% | -17.3% |
| 3M | -7.2% | -8.3% | +1.1% | -2.4% |
| 6M | +54.2% | -5.6% | +59.8% | +56.7% |
| YTD | -8.6% | +18.7% | -27.3% | -21.0% |
| 1Y | +0.5% | +17.1% | -16.6% | -12.5% |
| 3Y | +135.9% | +54.4% | +81.6% | +68.0% |
| 5Y | -11.9% | +36.5% | -48.4% | -32.6% |
| All | +3,781.0% | +188.2% | +3,592.8% | +2,030.4% |
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