+8,434.7%
SHOP vs DLR
+326.6%
+8,108.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.6% |
| 3M | +25.0% | +0.5% | +24.5% | +22.9% |
| 6M | +11.9% | +4.6% | +7.4% | +7.0% |
| YTD | -9.9% | +23.4% | -33.3% | -23.1% |
| 1Y | 0.0% | +19.0% | -19.1% | -13.0% |
| 3Y | +117.5% | +56.5% | +61.0% | +57.5% |
| 5Y | -6.6% | +33.3% | -40.0% | -26.8% |
| 10Y | +3,320.3% | +165.1% | +3,155.2% | +1,833.0% |
| All | +8,434.7% | +326.6% | +8,108.1% | +3,661.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling