-15.7%
SHOP vs OMC
+29.1%
-44.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.5% | -2.0% | -3.0% |
| 7D | -10.6% | -4.2% | -6.4% | -7.7% |
| 30D | -18.3% | -7.5% | -10.8% | -13.7% |
| 3M | +14.8% | +4.6% | +10.2% | +10.8% |
| 6M | -5.0% | -4.8% | -0.2% | -2.1% |
| YTD | -21.2% | -1.0% | -20.2% | -21.9% |
| 1Y | -11.6% | +3.8% | -15.5% | -16.9% |
| 3Y | +101.2% | +10.2% | +91.0% | +67.3% |
| 5Y | -15.7% | +29.7% | -45.4% | -38.2% |
| All | -15.7% | +29.1% | -44.8% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling