+3,663.5%
SHOP vs O
+82.5%
+3,581.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | -16.7% | +9.4% | -26.1% | -19.8% |
| 3M | -2.2% | -2.4% | +0.2% | -1.3% |
| 6M | +45.6% | -1.9% | +47.4% | +46.2% |
| YTD | -7.3% | +10.5% | -17.7% | -12.2% |
| 1Y | -6.1% | +10.0% | -16.1% | -11.0% |
| 3Y | +143.3% | +40.5% | +102.9% | +102.2% |
| 5Y | +0.2% | +10.2% | -10.1% | -6.5% |
| 10Y | +3,663.5% | +82.5% | +3,581.0% | +3,183.2% |
| All | +3,663.5% | +82.5% | +3,581.0% | +3,183.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling