+124.0%
SHOP vs DLR
+59.3%
+64.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | -5.1% | +1.6% | -6.7% | -6.0% |
| 30D | +0.6% | -3.4% | +3.9% | +2.5% |
| 3M | +25.0% | +0.5% | +24.5% | +23.0% |
| 6M | +11.9% | +4.6% | +7.4% | +6.6% |
| YTD | -9.9% | +23.4% | -33.3% | -24.5% |
| 1Y | 0.0% | +19.0% | -19.1% | -14.4% |
| All | +124.0% | +59.3% | +64.7% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling