-11.2%
SHOP vs DLTR
+12.1%
-23.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.1% |
| 7D | -1.2% | +5.3% | -6.5% | -3.2% |
| 30D | -14.7% | +13.4% | -28.1% | -19.0% |
| 3M | -7.2% | +6.6% | -13.8% | -10.0% |
| 6M | +54.2% | +59.1% | -4.9% | +27.6% |
| YTD | -8.6% | +12.3% | -20.9% | -14.4% |
| 1Y | +0.5% | +33.9% | -33.4% | -12.4% |
| 3Y | +135.9% | +23.0% | +112.9% | +100.5% |
| All | -11.2% | +12.1% | -23.3% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling