-5.6%
SHOP vs OVV
+160.2%
-165.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.5% |
| 3M | +25.0% | +9.8% | +15.2% | +20.5% |
| 6M | +11.9% | +26.6% | -14.7% | +2.1% |
| YTD | -9.9% | +67.0% | -76.9% | -25.3% |
| 1Y | 0.0% | +55.9% | -56.0% | -15.9% |
| 3Y | +117.5% | +45.5% | +72.0% | +82.2% |
| All | -5.6% | +160.2% | -165.8% | -33.7% |
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