-11.0%
SHOP vs DVA
+33.5%
-44.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.5% |
| 7D | -13.2% | -0.2% | -13.0% | -13.3% |
| 30D | -17.0% | +1.7% | -18.7% | -16.5% |
| 3M | +17.0% | -8.7% | +25.7% | +13.3% |
| 6M | -2.1% | +19.7% | -21.8% | +3.7% |
| YTD | -21.4% | +59.6% | -81.0% | -6.3% |
| 1Y | -11.0% | +37.1% | -48.1% | +6.1% |
| All | -11.0% | +33.5% | -44.5% | +6.1% |
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