-15.7%
SHOP vs DLTR
+27.2%
-42.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.6% | -0.9% | -3.8% |
| 7D | -10.6% | -10.2% | -0.4% | -7.0% |
| 30D | -18.3% | -8.5% | -9.8% | -15.8% |
| 3M | +14.8% | +5.6% | +9.3% | +12.5% |
| 6M | -5.0% | +2.2% | -7.2% | -6.6% |
| YTD | -21.2% | -3.8% | -17.5% | -21.4% |
| 1Y | -11.6% | +22.9% | -34.5% | -19.6% |
| 3Y | +101.2% | +2.0% | +99.2% | +86.8% |
| 5Y | -15.7% | +29.8% | -45.5% | -14.3% |
| All | -15.7% | +27.2% | -42.9% | -14.3% |
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