+8,659.4%
SHOP vs DLR
+297.2%
+8,362.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.8% |
| 7D | -5.4% | -3.6% | -1.9% | -3.3% |
| 30D | -10.3% | -3.5% | -6.8% | -8.4% |
| 3M | +1.0% | -8.9% | +9.9% | +6.5% |
| 6M | +41.2% | -11.6% | +52.8% | +49.5% |
| YTD | -7.5% | +14.9% | -22.4% | -17.8% |
| 1Y | -4.6% | +6.4% | -11.0% | -11.0% |
| 3Y | +146.4% | +47.3% | +99.2% | +84.2% |
| 5Y | -2.5% | +32.8% | -35.4% | -22.8% |
| 10Y | +3,703.6% | +169.6% | +3,534.0% | +2,064.0% |
| All | +8,659.4% | +297.2% | +8,362.2% | +3,920.9% |
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 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