-0.5%
SHOP vs DOV
+28.5%
-29.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.1% |
| 7D | +2.8% | -0.7% | +3.6% | +3.6% |
| 30D | -14.2% | +12.3% | -26.5% | -23.5% |
| 3M | -5.5% | +1.2% | -6.7% | -7.0% |
| 6M | +32.8% | -3.1% | +35.9% | +34.0% |
| YTD | -8.9% | +9.4% | -18.3% | -22.3% |
| 1Y | -7.7% | +17.6% | -25.3% | -27.8% |
| 3Y | +139.0% | +66.5% | +72.5% | +17.8% |
| 5Y | -0.5% | +29.0% | -29.6% | -35.1% |
| All | -0.5% | +28.5% | -29.1% | -35.1% |
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