-1.6%
SHOP vs OMC
+53.9%
-55.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.9% |
| 7D | +2.8% | +6.8% | -4.0% | -1.7% |
| 30D | -14.2% | +16.2% | -30.3% | -23.0% |
| 3M | -5.5% | +6.0% | -11.6% | -9.7% |
| 6M | +32.8% | +17.7% | +15.1% | +17.2% |
| YTD | -8.9% | +13.5% | -22.4% | -18.4% |
| 1Y | -7.7% | +27.2% | -34.9% | -24.9% |
| 3Y | +139.0% | +30.4% | +108.6% | +71.9% |
| All | -1.6% | +53.9% | -55.5% | -31.4% |
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