-11.6%
SHOP vs O
+7.4%
-19.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.9% |
| 7D | -10.6% | -2.3% | -8.4% | -11.3% |
| 30D | -18.3% | -2.4% | -15.8% | -18.9% |
| 3M | +14.8% | -0.6% | +15.4% | +15.6% |
| 6M | -5.0% | -5.0% | 0.0% | -6.3% |
| YTD | -21.2% | +10.4% | -31.6% | -22.6% |
| 1Y | -11.6% | +6.6% | -18.2% | -12.2% |
| All | -11.6% | +7.4% | -19.0% | -12.2% |
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 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