-11.6%
SHOP vs ON
+45.3%
-56.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.4% |
| 7D | -10.6% | -1.9% | -8.7% | -10.5% |
| 30D | -18.3% | -11.0% | -7.3% | -17.9% |
| 3M | +14.8% | -39.3% | +54.2% | +17.4% |
| 6M | -5.0% | +19.8% | -24.9% | -19.9% |
| YTD | -21.2% | +31.1% | -52.3% | -37.7% |
| 1Y | -11.6% | +46.0% | -57.6% | -34.0% |
| All | -11.6% | +45.3% | -56.9% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling