-15.7%
SHOP vs OTIS
-17.1%
+1.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -4.5% |
| 7D | -10.6% | -2.2% | -8.5% | -8.7% |
| 30D | -18.3% | -4.3% | -14.0% | -15.1% |
| 3M | +14.8% | -2.2% | +17.0% | +16.7% |
| 6M | -5.0% | -19.9% | +14.9% | +15.1% |
| YTD | -21.2% | -19.3% | -1.9% | -6.2% |
| 1Y | -11.6% | -19.6% | +8.0% | +4.8% |
| 3Y | +101.2% | -11.5% | +112.8% | +87.2% |
| 5Y | -15.7% | -16.8% | +1.1% | -24.4% |
| All | -15.7% | -17.1% | +1.4% | -24.4% |
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