+8,434.7%
SHOP vs DLTR
+69.2%
+8,365.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -5.1% | +2.5% | -7.6% | -5.9% |
| 30D | +0.6% | +2.1% | -1.5% | -0.3% |
| 3M | +25.0% | +20.3% | +4.8% | +17.8% |
| 6M | +11.9% | +11.5% | +0.4% | +7.3% |
| YTD | -9.9% | +6.8% | -16.7% | -12.8% |
| 1Y | 0.0% | +31.1% | -31.1% | -9.6% |
| 3Y | +117.5% | +10.7% | +106.8% | +99.1% |
| 5Y | -6.6% | +41.6% | -48.3% | -19.2% |
| 10Y | +3,320.3% | +58.1% | +3,262.2% | +2,569.8% |
| All | +8,434.7% | +69.2% | +8,365.5% | +6,413.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling