-28.0%
ORCL vs SHOP
+3.0%
-31.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.3% |
| 7D | +5.3% | -5.1% | +10.4% | +7.1% |
| 30D | +10.0% | +0.6% | +9.4% | +9.8% |
| 3M | -32.6% | +25.0% | -57.6% | -38.5% |
| 6M | +4.9% | +11.9% | -7.0% | -1.7% |
| YTD | -17.8% | -9.9% | -7.9% | -18.0% |
| 1Y | -28.0% | 0.0% | -27.9% | -28.1% |
| All | -28.0% | +3.0% | -31.0% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 1y: compounded portfolio wealth divided by compounded SHOP 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…
1y analysis · Full analysis span regression · 6 months rolling