-11.2%
SHOP vs DVA
+64.3%
-75.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -1.2% | -8.8% | +7.6% | -0.6% |
| 30D | -14.7% | -3.4% | -11.3% | -14.5% |
| 3M | -7.2% | -2.6% | -4.6% | -7.1% |
| 6M | +54.2% | -11.9% | +66.1% | +53.8% |
| YTD | -8.6% | +53.6% | -62.3% | -16.4% |
| 1Y | +0.5% | +41.9% | -41.3% | -6.5% |
| 3Y | +135.9% | +97.5% | +38.4% | +96.5% |
| All | -11.2% | +64.3% | -75.5% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling