+21.2%
OUST vs SHAK
-21.2%
+42.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +3.8% | +11.9% | +14.9% |
| 7D | -0.2% | +8.3% | -8.5% | -2.0% |
| 30D | -24.0% | +16.7% | -40.7% | -26.9% |
| 3M | -29.9% | +10.0% | -39.9% | -31.9% |
| 6M | +19.1% | -23.8% | +43.0% | +37.5% |
| YTD | +55.0% | -10.3% | +65.3% | +74.0% |
| 1Y | +21.2% | -22.9% | +44.1% | +44.4% |
| All | +21.2% | -21.2% | +42.4% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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