+135.9%
SHOP vs COO
-24.0%
+160.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | -14.7% | +14.2% | -28.9% | -18.9% |
| 3M | -7.2% | -18.2% | +11.0% | -0.1% |
| 6M | +54.2% | +5.3% | +48.8% | +48.8% |
| YTD | -8.6% | -23.6% | +14.9% | +1.0% |
| 1Y | +0.5% | -12.7% | +13.2% | +5.0% |
| 3Y | +135.9% | -24.2% | +160.1% | +160.4% |
| All | +135.9% | -24.0% | +160.0% | +160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling