-9.3%
SHOP vs DOV
+19.9%
-29.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.0% | -8.5% | -8.5% |
| 7D | -4.1% | +2.5% | -6.6% | -6.5% |
| 30D | -11.5% | -7.5% | -4.0% | -4.6% |
| 3M | +21.1% | -9.7% | +30.7% | +31.8% |
| 6M | +3.0% | -6.1% | +9.1% | +5.0% |
| YTD | -16.7% | +0.5% | -17.2% | -22.5% |
| 1Y | -8.3% | +10.5% | -18.8% | -24.4% |
| 3Y | +112.8% | +41.7% | +71.1% | +27.2% |
| 5Y | -9.3% | +18.4% | -27.7% | -35.5% |
| All | -9.3% | +19.9% | -29.2% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling