+3,772.8%
SHOP vs OMC
+51.0%
+3,721.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.7% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | -16.8% | +10.6% | -27.5% | -20.3% |
| 3M | -2.4% | +2.6% | -5.0% | -3.6% |
| 6M | +47.0% | +16.6% | +30.4% | +37.8% |
| YTD | -8.8% | +10.9% | -19.7% | -13.2% |
| 1Y | -6.3% | +22.1% | -28.3% | -14.3% |
| 3Y | +139.3% | +27.5% | +111.8% | +113.1% |
| 5Y | -12.1% | +50.6% | -62.7% | -23.0% |
| All | +3,772.8% | +51.0% | +3,721.8% | +3,424.2% |
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