+3,781.0%
SHOP vs OMC
+53.0%
+3,728.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | -1.2% | +1.9% | -3.1% | -2.0% |
| 30D | -14.7% | +12.2% | -26.9% | -18.7% |
| 3M | -7.2% | +0.6% | -7.8% | -7.6% |
| 6M | +54.2% | +21.0% | +33.2% | +42.4% |
| YTD | -8.6% | +12.4% | -21.0% | -13.4% |
| 1Y | +0.5% | +25.4% | -24.9% | -9.1% |
| 3Y | +135.9% | +29.2% | +106.8% | +109.0% |
| 5Y | -11.9% | +52.6% | -64.5% | -23.3% |
| All | +3,781.0% | +53.0% | +3,728.0% | +3,412.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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