+8,524.1%
SHOP vs OMC
+68.5%
+8,455.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | +2.8% | +6.8% | -4.0% | +0.1% |
| 30D | -14.2% | +16.2% | -30.3% | -19.6% |
| 3M | -5.5% | +6.0% | -11.6% | -8.0% |
| 6M | +32.8% | +17.7% | +15.1% | +23.6% |
| YTD | -8.9% | +13.5% | -22.4% | -14.3% |
| 1Y | -7.7% | +27.2% | -34.9% | -17.5% |
| 3Y | +139.0% | +30.4% | +108.6% | +109.1% |
| 5Y | -0.5% | +53.5% | -54.0% | -15.1% |
| 10Y | +3,557.0% | +57.0% | +3,500.0% | +2,936.0% |
| All | +8,524.1% | +68.5% | +8,455.6% | +6,471.8% |
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 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