+8,434.7%
SHOP vs DVA
+121.4%
+8,313.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -5.1% | +1.8% | -6.9% | -5.4% |
| 30D | +0.6% | -2.5% | +3.1% | +1.0% |
| 3M | +25.0% | -4.3% | +29.3% | +24.3% |
| 6M | +11.9% | +18.9% | -7.0% | +5.2% |
| YTD | -9.9% | +61.9% | -71.8% | -22.6% |
| 1Y | 0.0% | +35.7% | -35.8% | -10.1% |
| 3Y | +117.5% | +78.6% | +38.8% | +74.4% |
| 5Y | -6.6% | +39.2% | -45.9% | -22.1% |
| 10Y | +3,320.3% | +184.0% | +3,136.3% | +2,031.9% |
| All | +8,434.7% | +121.4% | +8,313.3% | +6,185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling