+54.2%
SHOP vs DVA
-13.2%
+67.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.3% |
| 7D | -1.2% | -8.8% | +7.6% | -3.3% |
| 30D | -14.7% | -3.4% | -11.3% | -15.0% |
| 3M | -7.2% | -2.6% | -4.6% | -6.7% |
| 6M | +54.2% | -11.9% | +66.1% | +38.7% |
| All | +54.2% | -13.2% | +67.4% | +38.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling