-4.9%
SHOP vs DVA
+62.2%
-67.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.8% | +1.6% | +9.0% |
| 7D | -9.0% | +4.7% | -13.8% | -7.9% |
| 30D | -4.4% | +7.8% | -12.2% | -2.2% |
| 3M | +24.1% | -15.5% | +39.6% | +17.5% |
| 6M | +20.0% | +25.0% | -5.1% | +29.4% |
| YTD | -4.9% | +69.6% | -74.5% | +19.0% |
| 1Y | -4.9% | +60.6% | -65.5% | +18.9% |
| All | -4.9% | +62.2% | -67.1% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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