+208.9%
ORCL vs SHOP
+8,355.9%
-8,147.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.1% | -0.9% | -6.0% |
| 7D | -17.5% | -13.9% | -3.6% | -15.6% |
| 30D | -20.2% | -12.6% | -7.6% | -18.5% |
| 3M | -19.9% | -0.3% | -19.6% | -20.1% |
| 6M | -37.4% | +33.6% | -71.0% | -40.8% |
| YTD | -40.1% | -10.7% | -29.4% | -40.1% |
| 1Y | -53.4% | -11.8% | -41.6% | -53.3% |
| 3Y | +10.4% | +133.9% | -123.4% | -5.4% |
| 5Y | +29.8% | -5.9% | +35.7% | +15.6% |
| 10Y | +249.2% | +3,571.8% | -3,322.6% | +103.9% |
| All | +208.9% | +8,355.9% | -8,147.0% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling