-5.6%
SHOP vs O
+13.2%
-18.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -5.1% | -0.7% | -4.4% | -4.7% |
| 30D | +0.6% | -1.9% | +2.5% | +1.6% |
| 3M | +25.0% | +3.8% | +21.2% | +22.2% |
| 6M | +11.9% | -4.7% | +16.7% | +14.3% |
| YTD | -9.9% | +12.5% | -22.3% | -18.0% |
| 1Y | 0.0% | +10.8% | -10.9% | -8.4% |
| 3Y | +117.5% | +28.8% | +88.7% | +67.3% |
| All | -5.6% | +13.2% | -18.8% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling