-60.2%
OUST vs SHAK
+8.4%
-68.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +7.3% | +3.5% | +7.5% |
| 7D | +36.7% | +6.5% | +30.2% | +33.5% |
| 30D | -3.3% | +15.3% | -18.7% | -9.5% |
| 3M | -11.1% | +8.5% | -19.6% | -15.0% |
| 6M | +53.1% | +10.0% | +43.1% | +40.2% |
| YTD | +78.2% | -5.0% | +83.2% | +73.5% |
| 1Y | +50.0% | -15.3% | +65.3% | +53.4% |
| 3Y | +836.2% | +40.7% | +795.5% | +599.5% |
| 5Y | -50.0% | -7.9% | -42.0% | -58.9% |
| All | -60.2% | +8.4% | -68.7% | -65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling