+8,434.7%
SHOP vs OMC
+55.1%
+8,379.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | +0.5% |
| 7D | -5.1% | -6.4% | +1.3% | -2.5% |
| 30D | +0.6% | +1.1% | -0.5% | +0.1% |
| 3M | +25.0% | +10.4% | +14.6% | +19.8% |
| 6M | +11.9% | -1.7% | +13.6% | +12.5% |
| YTD | -9.9% | +4.4% | -14.3% | -12.1% |
| 1Y | 0.0% | +8.4% | -8.5% | -4.7% |
| 3Y | +117.5% | +14.4% | +103.1% | +101.6% |
| 5Y | -6.6% | +33.9% | -40.5% | -16.6% |
| 10Y | +3,320.3% | +34.9% | +3,285.5% | +3,002.6% |
| All | +8,434.7% | +55.1% | +8,379.6% | +6,644.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling