-9.3%
SHOP vs ONTO
+258.3%
-267.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.9% | -12.5% | -9.5% |
| 7D | -4.1% | +9.7% | -13.7% | -7.9% |
| 30D | -11.5% | -8.8% | -2.7% | -9.6% |
| 3M | +21.1% | +4.5% | +16.5% | +8.4% |
| 6M | +3.0% | +56.4% | -53.4% | -27.7% |
| YTD | -16.7% | +78.1% | -94.8% | -46.4% |
| 1Y | -8.3% | +171.3% | -179.6% | -53.7% |
| 3Y | +112.8% | +118.7% | -5.8% | -8.4% |
| 5Y | -9.3% | +269.4% | -278.7% | -75.2% |
| All | -9.3% | +258.3% | -267.5% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling