+99.5%
SHOP vs OSCR
+401.8%
-302.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -11.2% | +1.6% | -12.8% | -11.5% |
| 30D | -14.4% | +10.7% | -25.0% | -15.8% |
| 3M | +16.6% | +13.4% | +3.2% | +13.6% |
| 6M | -0.6% | +144.6% | -145.1% | -14.9% |
| YTD | -20.0% | +128.0% | -148.0% | -30.9% |
| 1Y | -11.2% | +68.7% | -79.9% | -21.0% |
| 3Y | +99.5% | +398.8% | -299.3% | -0.8% |
| All | +99.5% | +401.8% | -302.3% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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