+72.4%
SHOP vs OPEN
-87.0%
+159.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -21.8% | +25.4% | +8.5% |
| 7D | -5.4% | -22.2% | +16.8% | -0.8% |
| 30D | -10.3% | -38.3% | +28.0% | -1.4% |
| 3M | +1.0% | -59.4% | +60.4% | +21.8% |
| 6M | +41.2% | -74.4% | +115.6% | +86.4% |
| YTD | -7.5% | -76.0% | +68.5% | +21.7% |
| 1Y | -4.6% | -78.7% | +74.1% | +26.9% |
| 3Y | +146.4% | -30.0% | +176.4% | +54.1% |
| 5Y | -2.5% | -93.7% | +91.2% | +1.0% |
| All | +72.4% | -87.0% | +159.4% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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