-15.7%
SHOP vs DLR
+40.9%
-56.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.2% | -5.3% |
| 7D | -10.6% | +2.9% | -13.5% | -12.6% |
| 30D | -18.3% | -1.2% | -17.1% | -17.8% |
| 3M | +14.8% | +2.9% | +11.9% | +10.1% |
| 6M | -5.0% | +6.7% | -11.7% | -11.9% |
| YTD | -21.2% | +23.9% | -45.1% | -36.0% |
| 1Y | -11.6% | +18.6% | -30.2% | -26.0% |
| 3Y | +101.2% | +59.7% | +41.5% | +25.3% |
| 5Y | -15.7% | +42.1% | -57.8% | -41.9% |
| All | -15.7% | +40.9% | -56.6% | -41.9% |
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 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