-2.2%
SHOP vs DLR
+36.4%
-38.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | -0.4% |
| 7D | -2.7% | +2.4% | -5.0% | -4.4% |
| 30D | -11.0% | +0.7% | -11.7% | -11.7% |
| 3M | +0.3% | -6.4% | +6.8% | +4.7% |
| 6M | +37.7% | -6.5% | +44.3% | +41.3% |
| YTD | -5.5% | +18.8% | -24.3% | -21.4% |
| 1Y | -0.2% | +9.0% | -9.3% | -10.9% |
| 3Y | +151.9% | +54.5% | +97.4% | +57.7% |
| 5Y | -2.2% | +35.8% | -38.0% | -30.8% |
| All | -2.2% | +36.4% | -38.6% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling