-4.9%
SHOP vs O
+8.1%
-13.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.0% | +4.3% | +8.3% |
| 7D | -9.0% | +5.8% | -14.9% | -7.1% |
| 30D | -4.4% | +10.7% | -15.1% | -0.5% |
| 3M | +24.1% | -4.5% | +28.6% | +20.8% |
| 6M | +20.0% | -4.1% | +24.1% | +17.9% |
| YTD | -4.9% | +9.8% | -14.7% | +1.4% |
| 1Y | -4.9% | +11.3% | -16.2% | +2.0% |
| All | -4.9% | +8.1% | -13.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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