+124.0%
SHOP vs ONTO
+104.0%
+19.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -2.1% |
| 7D | -5.1% | -1.0% | -4.1% | -4.9% |
| 30D | +0.6% | -2.9% | +3.5% | +0.2% |
| 3M | +25.0% | -2.5% | +27.5% | +19.1% |
| 6M | +11.9% | +28.2% | -16.3% | -5.9% |
| YTD | -9.9% | +69.8% | -79.6% | -32.2% |
| 1Y | 0.0% | +162.9% | -162.9% | -36.7% |
| All | +124.0% | +104.0% | +19.9% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling