+30.6%
ORCL vs SHOP
-3.3%
+33.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.1% |
| 7D | -11.2% | -5.4% | -5.7% | -10.4% |
| 30D | -18.8% | -10.3% | -8.5% | -17.2% |
| 3M | -18.8% | +1.0% | -19.8% | -19.2% |
| 6M | -39.7% | +41.2% | -81.0% | -44.3% |
| YTD | -39.6% | -7.5% | -32.1% | -40.1% |
| 1Y | -51.7% | -4.6% | -47.2% | -52.4% |
| 3Y | +10.2% | +146.4% | -136.2% | -8.9% |
| All | +30.6% | -3.3% | +33.9% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling