+3,569.5%
SHOP vs COO
+37.2%
+3,532.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +4.8% |
| 7D | -5.4% | +4.7% | -10.2% | -8.4% |
| 30D | -10.3% | +13.9% | -24.2% | -18.2% |
| 3M | +1.0% | -14.9% | +15.9% | +11.4% |
| 6M | +41.2% | +2.0% | +39.2% | +34.6% |
| YTD | -7.5% | -23.9% | +16.4% | +9.2% |
| 1Y | -4.6% | -9.6% | +5.0% | -1.4% |
| 3Y | +146.4% | -25.4% | +171.8% | +172.4% |
| 5Y | -2.5% | -41.2% | +38.6% | +33.1% |
| All | +3,569.5% | +37.2% | +3,532.3% | +2,654.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling