-15.7%
SHOP vs NOK
+103.7%
-119.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.5% | -5.8% |
| 7D | -10.6% | +9.3% | -20.0% | -13.9% |
| 30D | -18.3% | +17.9% | -36.1% | -23.8% |
| 3M | +14.8% | -22.3% | +37.1% | +24.1% |
| 6M | -5.0% | +36.4% | -41.4% | -28.9% |
| YTD | -21.2% | +66.3% | -87.5% | -48.5% |
| 1Y | -11.6% | +134.4% | -146.0% | -56.6% |
| 3Y | +101.2% | +186.6% | -85.4% | -19.8% |
| 5Y | -15.7% | +102.7% | -118.4% | -51.4% |
| All | -15.7% | +103.7% | -119.4% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 5y: compounded portfolio wealth divided by compounded NOK 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…
5y analysis · Full analysis span regression · 6 months rolling