+8,434.7%
SHOP vs COO
+52.6%
+8,382.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | +0.5% |
| 7D | -5.1% | -2.2% | -2.9% | -3.6% |
| 30D | +0.6% | -7.0% | +7.6% | +5.6% |
| 3M | +25.0% | +12.2% | +12.8% | +13.7% |
| 6M | +11.9% | -15.1% | +27.0% | +24.0% |
| YTD | -9.9% | -15.1% | +5.2% | -0.3% |
| 1Y | 0.0% | +2.3% | -2.4% | -4.1% |
| 3Y | +117.5% | -23.7% | +141.2% | +143.8% |
| 5Y | -6.6% | -38.9% | +32.3% | +24.5% |
| 10Y | +3,320.3% | +49.9% | +3,270.4% | +2,491.8% |
| All | +8,434.7% | +52.6% | +8,382.1% | +5,737.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling