+3,781.0%
SHOP vs ON
+533.9%
+3,247.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.7% |
| 7D | -1.2% | +12.2% | -13.5% | -6.1% |
| 30D | -14.7% | -3.1% | -11.6% | -14.3% |
| 3M | -7.2% | -12.9% | +5.7% | -3.6% |
| 6M | +54.2% | -38.6% | +92.8% | +74.5% |
| YTD | -8.6% | +31.2% | -39.9% | -30.7% |
| 1Y | +0.5% | +47.6% | -47.1% | -28.4% |
| 3Y | +135.9% | +6.6% | +129.3% | +78.4% |
| 5Y | -11.9% | +21.3% | -33.2% | -38.2% |
| All | +3,781.0% | +533.9% | +3,247.1% | +1,235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 10y: compounded portfolio wealth divided by compounded ON 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…
10y analysis · Full analysis span regression · 6 months rolling