-11.2%
SHOP vs OTIS
-0.9%
-10.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.7% |
| 7D | -1.2% | -1.3% | +0.1% | -0.1% |
| 30D | -14.7% | +12.8% | -27.5% | -23.5% |
| 3M | -7.2% | +7.4% | -14.6% | -13.3% |
| 6M | +54.2% | +7.7% | +46.5% | +42.4% |
| YTD | -8.6% | -9.3% | +0.6% | -2.4% |
| 1Y | +0.5% | -12.1% | +12.6% | +10.6% |
| 3Y | +135.9% | +0.6% | +135.3% | +89.8% |
| All | -11.2% | -0.9% | -10.3% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling