+96.4%
SHOP vs OXY
-1.9%
+98.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.5% | -5.6% |
| 7D | -10.6% | +0.6% | -11.3% | -10.8% |
| 30D | -18.3% | +4.5% | -22.8% | -19.1% |
| 3M | +14.8% | +8.9% | +5.9% | +12.4% |
| 6M | -5.0% | +12.5% | -17.5% | -9.3% |
| YTD | -21.2% | +50.5% | -71.7% | -33.3% |
| 1Y | -11.6% | +38.6% | -50.2% | -22.9% |
| All | +96.4% | -1.9% | +98.3% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling