+3.9%
SHOP vs OSCR
-11.8%
+15.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.8% | -1.7% | -4.6% |
| 7D | -10.6% | +4.7% | -15.3% | -11.6% |
| 30D | -18.3% | +14.8% | -33.1% | -21.0% |
| 3M | +14.8% | +16.7% | -1.9% | +9.9% |
| 6M | -5.0% | +127.5% | -132.5% | -22.7% |
| YTD | -21.2% | +121.0% | -142.2% | -35.6% |
| 1Y | -11.6% | +58.4% | -70.0% | -23.7% |
| 3Y | +101.2% | +392.4% | -291.2% | +10.4% |
| 5Y | -15.7% | +80.5% | -96.2% | -53.1% |
| All | +3.9% | -11.8% | +15.7% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling