-4.9%
SHOP vs OTIS
-9.8%
+4.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.9% | +3.5% | +6.4% |
| 7D | -9.0% | +9.5% | -18.5% | -10.6% |
| 30D | -4.4% | +21.1% | -25.5% | -8.3% |
| 3M | +24.1% | +9.0% | +15.1% | +21.3% |
| 6M | +20.0% | +6.4% | +13.5% | +18.0% |
| YTD | -4.9% | -7.1% | +2.2% | -4.5% |
| 1Y | -4.9% | -10.1% | +5.2% | -6.2% |
| All | -4.9% | -9.8% | +4.9% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling