+120.5%
SHOP vs OVV
+45.7%
+74.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | +0.6% | +11.7% | -11.1% | -2.2% |
| 3M | +25.0% | +9.8% | +15.2% | +20.9% |
| 6M | +11.9% | +26.6% | -14.7% | +1.6% |
| YTD | -9.9% | +67.0% | -76.9% | -27.0% |
| 1Y | 0.0% | +55.9% | -56.0% | -17.6% |
| All | +120.5% | +45.7% | +74.8% | +79.2% |
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