-6.3%
SHOP vs COO
-11.0%
+4.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +4.2% |
| 7D | -5.4% | +4.7% | -10.2% | -6.7% |
| 30D | -10.3% | +13.9% | -24.2% | -13.9% |
| 3M | +1.0% | -14.9% | +15.9% | +6.7% |
| 6M | +41.2% | +2.0% | +39.2% | +38.5% |
| YTD | -7.5% | -23.9% | +16.4% | +4.0% |
| All | -6.3% | -11.0% | +4.8% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling