+96.4%
SHOP vs OTIS
-12.0%
+108.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.0% |
| 7D | -10.6% | -2.2% | -8.5% | -9.7% |
| 30D | -18.3% | -4.3% | -14.0% | -16.7% |
| 3M | +14.8% | -2.2% | +17.0% | +15.9% |
| 6M | -5.0% | -19.9% | +14.9% | +5.1% |
| YTD | -21.2% | -19.3% | -1.9% | -13.5% |
| 1Y | -11.6% | -19.6% | +8.0% | -3.2% |
| All | +96.4% | -12.0% | +108.4% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling