-14.7%
SHOP vs DVN
+119.4%
-134.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.6% |
| 7D | -13.2% | +2.5% | -15.7% | -13.8% |
| 30D | -17.0% | +10.2% | -27.2% | -19.1% |
| 3M | +17.0% | +8.1% | +8.9% | +13.9% |
| 6M | -2.1% | +15.9% | -18.0% | -7.7% |
| YTD | -21.4% | +38.2% | -59.6% | -30.3% |
| 1Y | -11.0% | +44.5% | -55.4% | -22.7% |
| 3Y | +100.9% | +5.1% | +95.8% | +86.5% |
| 5Y | -14.7% | +124.3% | -139.0% | -30.0% |
| All | -14.7% | +119.4% | -134.1% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling