+324.3%
ORCL vs SHOP
+8,434.7%
-8,110.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +5.3% | -5.1% | +10.4% | +6.2% |
| 30D | +10.0% | +0.6% | +9.4% | +9.9% |
| 3M | -32.6% | +25.0% | -57.6% | -35.3% |
| 6M | +4.9% | +11.9% | -7.0% | +2.2% |
| YTD | -17.8% | -9.9% | -7.9% | -17.5% |
| 1Y | -28.0% | 0.0% | -27.9% | -29.0% |
| 3Y | +36.0% | +117.5% | -81.5% | +17.5% |
| 5Y | +88.7% | -6.6% | +95.4% | +68.4% |
| 10Y | +346.9% | +3,320.3% | -2,973.4% | +162.5% |
| All | +324.3% | +8,434.7% | -8,110.4% | +138.6% |
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 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