+96.4%
SHOP vs OMC
+9.5%
+86.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.5% | -2.0% | -3.5% |
| 7D | -10.6% | -4.2% | -6.4% | -8.4% |
| 30D | -18.3% | -7.5% | -10.8% | -14.7% |
| 3M | +14.8% | +4.6% | +10.2% | +12.1% |
| 6M | -5.0% | -4.8% | -0.2% | -2.6% |
| YTD | -21.2% | -1.0% | -20.2% | -21.3% |
| 1Y | -11.6% | +3.8% | -15.5% | -14.8% |
| All | +96.4% | +9.5% | +86.9% | +44.9% |
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