-11.6%
SHOP vs DLR
+20.8%
-32.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.2% | -5.4% |
| 7D | -10.6% | +2.9% | -13.5% | -11.3% |
| 30D | -18.3% | -1.2% | -17.1% | -18.1% |
| 3M | +14.8% | +2.9% | +11.9% | +13.1% |
| 6M | -5.0% | +6.7% | -11.7% | -8.3% |
| YTD | -21.2% | +23.9% | -45.1% | -29.2% |
| 1Y | -11.6% | +18.6% | -30.2% | -17.0% |
| All | -11.6% | +20.8% | -32.4% | -17.0% |
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