-4.9%
SHOP vs DOV
+21.2%
-26.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.8% | +7.4% |
| 7D | -9.0% | +2.2% | -11.3% | -9.3% |
| 30D | -4.4% | +11.2% | -15.6% | -6.0% |
| 3M | +24.1% | +1.6% | +22.5% | +23.8% |
| 6M | +20.0% | -3.2% | +23.2% | +19.8% |
| YTD | -4.9% | +9.7% | -14.7% | -13.8% |
| 1Y | -4.9% | +20.5% | -25.4% | -27.2% |
| All | -4.9% | +21.2% | -26.1% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 1y: compounded portfolio wealth divided by compounded DOV 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…
1y analysis · Full analysis span regression · 6 months rolling