+135.2%
SHOP vs OMC
+30.9%
+104.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +2.8% | +6.8% | -4.0% | -0.4% |
| 30D | -14.2% | +16.2% | -30.3% | -20.5% |
| 3M | -5.5% | +6.0% | -11.6% | -8.4% |
| 6M | +32.8% | +17.7% | +15.1% | +22.2% |
| YTD | -8.9% | +13.5% | -22.4% | -15.2% |
| 1Y | -7.7% | +27.2% | -34.9% | -19.0% |
| All | +135.2% | +30.9% | +104.2% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling