+2,993.7%
SHOP vs DVN
+69.2%
+2,924.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -11.2% | +4.5% | -15.7% | -11.9% |
| 30D | -14.4% | +12.0% | -26.3% | -16.2% |
| 3M | +16.6% | +13.4% | +3.2% | +13.3% |
| 6M | -0.6% | +12.1% | -12.7% | -3.8% |
| YTD | -20.0% | +38.8% | -58.8% | -26.0% |
| 1Y | -11.2% | +46.0% | -57.2% | -19.0% |
| 3Y | +99.5% | +9.5% | +90.0% | +89.9% |
| 5Y | -13.2% | +125.3% | -138.5% | -26.5% |
| All | +2,993.7% | +69.2% | +2,924.5% | +2,418.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 10y: compounded portfolio wealth divided by compounded DVN 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…
10y analysis · Full analysis span regression · 6 months rolling