-12.7%
SHOP vs OXY
+36.5%
-49.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | -13.2% | +1.4% | -14.6% | -12.9% |
| 30D | -17.0% | +4.0% | -21.1% | -16.1% |
| 3M | +17.0% | +7.6% | +9.4% | +20.1% |
| 6M | -2.1% | +16.2% | -18.3% | +0.6% |
| YTD | -21.4% | +50.8% | -72.2% | -19.1% |
| All | -12.7% | +36.5% | -49.2% | -7.7% |
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