-15.7%
SHOP vs DVA
+41.6%
-57.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -5.6% |
| 7D | -10.6% | +2.0% | -12.6% | -10.7% |
| 30D | -18.3% | -0.4% | -17.9% | -18.3% |
| 3M | +14.8% | -7.7% | +22.5% | +14.3% |
| 6M | -5.0% | +20.0% | -25.0% | -8.5% |
| YTD | -21.2% | +61.1% | -82.3% | -28.2% |
| 1Y | -11.6% | +33.9% | -45.5% | -16.3% |
| 3Y | +101.2% | +91.5% | +9.7% | +69.2% |
| 5Y | -15.7% | +41.8% | -57.5% | -26.7% |
| All | -15.7% | +41.6% | -57.3% | -26.7% |
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