+99.5%
SHOP vs OKE
+72.4%
+27.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | -11.2% | +1.2% | -12.5% | -11.6% |
| 30D | -14.4% | +4.5% | -18.9% | -15.6% |
| 3M | +16.6% | +9.6% | +7.0% | +12.6% |
| 6M | -0.6% | +15.4% | -15.9% | -7.4% |
| YTD | -20.0% | +36.5% | -56.5% | -32.6% |
| 1Y | -11.2% | +39.0% | -50.2% | -26.4% |
| 3Y | +99.5% | +74.3% | +25.2% | +46.6% |
| All | +99.5% | +72.4% | +27.1% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 3y: compounded portfolio wealth divided by compounded OKE 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…
3y analysis · Full analysis span regression · 6 months rolling