+280.8%
SHOP vs OTIS
+87.9%
+192.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +1.0% |
| 7D | -13.2% | -5.0% | -8.2% | -10.5% |
| 30D | -17.0% | -6.5% | -10.6% | -13.8% |
| 3M | +17.0% | -2.0% | +19.0% | +18.2% |
| 6M | -2.1% | -20.2% | +18.0% | +11.1% |
| YTD | -21.4% | -21.0% | -0.4% | -10.7% |
| 1Y | -11.0% | -20.9% | +9.9% | +0.7% |
| 3Y | +100.9% | -13.3% | +114.3% | +107.9% |
| 5Y | -14.7% | -18.5% | +3.8% | -13.6% |
| All | +280.8% | +87.9% | +192.8% | +276.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling