+139.4%
SHOP vs OVV
+54.1%
+85.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.2% |
| 7D | -2.5% | +1.2% | -3.7% | -2.7% |
| 30D | -16.7% | -2.5% | -14.2% | -16.5% |
| 3M | -2.2% | +0.5% | -2.7% | -2.9% |
| 6M | +45.6% | +8.5% | +37.1% | +40.2% |
| YTD | -7.3% | +64.5% | -71.7% | -25.4% |
| 1Y | -6.1% | +64.7% | -70.8% | -24.9% |
| All | +139.4% | +54.1% | +85.3% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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