-11.0%
SHOP vs OMC
+5.7%
-16.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.8% |
| 7D | -13.2% | -6.2% | -7.0% | -10.6% |
| 30D | -17.0% | -7.6% | -9.5% | -14.0% |
| 3M | +17.0% | +7.4% | +9.6% | +14.1% |
| 6M | -2.1% | +0.1% | -2.3% | -2.3% |
| YTD | -21.4% | +0.4% | -21.8% | -23.4% |
| 1Y | -11.0% | +7.8% | -18.7% | -13.7% |
| All | -11.0% | +5.7% | -16.7% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling