+358.3%
SHOP vs ONTO
+390.5%
-32.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.1% | -7.5% | -0.7% |
| 7D | -5.4% | -14.0% | +8.6% | -1.0% |
| 30D | -10.3% | -43.1% | +32.8% | +9.6% |
| 3M | +1.0% | -35.5% | +36.5% | +14.0% |
| 6M | +41.2% | -41.1% | +82.3% | +53.1% |
| YTD | -7.5% | +9.8% | -17.3% | -28.2% |
| 1Y | -4.6% | +31.5% | -36.1% | -32.6% |
| 3Y | +146.4% | +45.2% | +101.3% | +36.2% |
| 5Y | -2.5% | +86.7% | -89.3% | -54.9% |
| All | +358.3% | +390.5% | -32.2% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling