+8,524.1%
SHOP vs O
+123.5%
+8,400.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +2.8% | +3.5% | -0.7% | +1.5% |
| 30D | -14.2% | +10.4% | -24.6% | -17.4% |
| 3M | -5.5% | -2.4% | -3.1% | -4.7% |
| 6M | +32.8% | -1.2% | +34.0% | +33.0% |
| YTD | -8.9% | +10.4% | -19.3% | -13.4% |
| 1Y | -7.7% | +11.4% | -19.2% | -12.7% |
| 3Y | +139.0% | +40.4% | +98.6% | +101.7% |
| 5Y | -0.5% | +12.1% | -12.7% | -7.1% |
| 10Y | +3,557.0% | +82.7% | +3,474.3% | +3,023.0% |
| All | +8,524.1% | +123.5% | +8,400.6% | +7,115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling