+37.7%
SHOP vs ONDS
+28.1%
+9.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -5.1% | -3.5% | -1.6% | -4.6% |
| 30D | +0.6% | -14.1% | +14.7% | +2.5% |
| 3M | +25.0% | -36.3% | +61.4% | +32.1% |
| 6M | +11.9% | -27.5% | +39.4% | +14.3% |
| YTD | -9.9% | -21.9% | +12.1% | -10.5% |
| 1Y | 0.0% | +43.0% | -43.0% | -14.0% |
| 3Y | +117.5% | +697.1% | -579.6% | +4.1% |
| 5Y | -6.6% | -1.2% | -5.5% | -31.8% |
| All | +37.7% | +28.1% | +9.6% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONDS.
Daily Out/Under-Performance
Portfolio return minus ONDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONDS 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 ONDS 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