-12.1%
SHOP vs OVV
+101.5%
-113.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.2% |
| 7D | +2.1% | +6.5% | -4.4% | +0.4% |
| 30D | -16.8% | -2.7% | -14.2% | -16.6% |
| 3M | -2.4% | +3.1% | -5.6% | -4.0% |
| 6M | +47.0% | +12.8% | +34.2% | +39.4% |
| YTD | -8.8% | +68.1% | -76.9% | -25.5% |
| 1Y | -6.3% | +73.6% | -79.9% | -24.5% |
| 3Y | +139.3% | +57.6% | +81.7% | +93.9% |
| 5Y | -12.1% | +104.5% | -116.6% | -37.8% |
| All | -12.1% | +101.5% | -113.6% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling