+2,941.1%
SHOP vs DVA
+187.5%
+2,753.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -13.2% | -0.2% | -13.0% | -13.2% |
| 30D | -17.0% | +1.7% | -18.7% | -17.3% |
| 3M | +17.0% | -8.7% | +25.7% | +17.3% |
| 6M | -2.1% | +19.7% | -21.8% | -7.7% |
| YTD | -21.4% | +59.6% | -81.0% | -31.5% |
| 1Y | -11.0% | +37.1% | -48.1% | -19.6% |
| 3Y | +100.9% | +89.8% | +11.1% | +60.6% |
| 5Y | -14.7% | +47.4% | -62.1% | -29.3% |
| All | +2,941.1% | +187.5% | +2,753.6% | +1,904.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling