+8,434.7%
SHOP vs DVN
+8.6%
+8,426.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -5.1% | +1.5% | -6.6% | -5.4% |
| 30D | +0.6% | +14.2% | -13.6% | -2.1% |
| 3M | +25.0% | +5.2% | +19.8% | +22.8% |
| 6M | +11.9% | +11.9% | 0.0% | +7.9% |
| YTD | -9.9% | +32.8% | -42.7% | -16.7% |
| 1Y | 0.0% | +38.6% | -38.6% | -8.9% |
| 3Y | +117.5% | +0.5% | +117.0% | +109.7% |
| 5Y | -6.6% | +111.0% | -117.7% | -23.0% |
| 10Y | +3,320.3% | +56.1% | +3,264.2% | +2,642.8% |
| All | +8,434.7% | +8.6% | +8,426.1% | +18,908.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling