0.0%
SHOP vs OXY
+32.4%
-32.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.8% |
| 7D | -5.1% | +1.6% | -6.7% | -4.7% |
| 30D | +0.6% | +11.6% | -11.0% | +3.3% |
| 3M | +25.0% | +2.8% | +22.2% | +27.2% |
| 6M | +11.9% | +13.0% | -1.1% | +14.5% |
| YTD | -9.9% | +47.4% | -57.2% | -7.5% |
| 1Y | 0.0% | +31.5% | -31.5% | +4.3% |
| All | 0.0% | +32.4% | -32.4% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 1y: compounded portfolio wealth divided by compounded OXY 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…
1y analysis · Full analysis span regression · 6 months rolling