+2,941.1%
SHOP vs DLTR
+45.9%
+2,895.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -13.2% | -9.4% | -3.8% | -10.4% |
| 30D | -17.0% | -7.3% | -9.7% | -15.1% |
| 3M | +17.0% | +7.6% | +9.4% | +14.3% |
| 6M | -2.1% | +1.6% | -3.7% | -3.2% |
| YTD | -21.4% | -3.5% | -17.8% | -21.4% |
| 1Y | -11.0% | +20.0% | -31.0% | -17.2% |
| 3Y | +100.9% | +2.3% | +98.6% | +88.6% |
| 5Y | -14.7% | +31.5% | -46.2% | -23.7% |
| All | +2,941.1% | +45.9% | +2,895.2% | +2,380.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling