+3,781.0%
SHOP vs DVA
+193.2%
+3,587.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -1.2% | -8.8% | +7.6% | +0.3% |
| 30D | -14.7% | -3.4% | -11.3% | -14.3% |
| 3M | -7.2% | -2.6% | -4.6% | -6.9% |
| 6M | +54.2% | -11.9% | +66.1% | +55.1% |
| YTD | -8.6% | +53.6% | -62.3% | -20.2% |
| 1Y | +0.5% | +41.9% | -41.3% | -10.4% |
| 3Y | +135.9% | +97.5% | +38.4% | +86.3% |
| 5Y | -11.9% | +65.0% | -76.9% | -29.9% |
| All | +3,781.0% | +193.2% | +3,587.8% | +2,399.4% |
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