+2,993.7%
SHOP vs OXY
+7.5%
+2,986.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | -11.2% | +2.8% | -14.1% | -11.6% |
| 30D | -14.4% | +5.5% | -19.8% | -15.0% |
| 3M | +16.6% | +11.3% | +5.3% | +14.6% |
| 6M | -0.6% | +11.6% | -12.2% | -2.8% |
| YTD | -20.0% | +51.6% | -71.6% | -25.2% |
| 1Y | -11.2% | +36.2% | -47.4% | -15.9% |
| 3Y | +99.5% | +1.7% | +97.8% | +94.9% |
| 5Y | -13.2% | +164.5% | -177.7% | -24.4% |
| All | +2,993.7% | +7.5% | +2,986.2% | +3,300.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling