-4.9%
SHOP vs ONTO
+46.1%
-51.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -8.7% | +16.0% | +7.6% |
| 7D | -9.0% | -17.4% | +8.3% | -8.3% |
| 30D | -4.4% | -43.2% | +38.8% | -2.5% |
| 3M | +24.1% | -35.7% | +59.8% | +25.5% |
| 6M | +20.0% | -38.3% | +58.3% | +19.9% |
| YTD | -4.9% | +17.1% | -22.0% | -25.9% |
| 1Y | -4.9% | +43.1% | -48.1% | -32.9% |
| All | -4.9% | +46.1% | -51.0% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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