+146.7%
SHOP vs ON
-4.5%
+151.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | -5.4% | -11.7% | +6.2% | -2.8% |
| 30D | -10.3% | -23.3% | +13.0% | -4.7% |
| 3M | +1.0% | -19.2% | +20.2% | +5.3% |
| 6M | +41.2% | -40.1% | +81.4% | +51.4% |
| YTD | -7.5% | +16.9% | -24.4% | -24.6% |
| 1Y | -4.6% | +29.7% | -34.3% | -25.8% |
| All | +146.7% | -4.5% | +151.1% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling