-63.7%
OUST vs SHAK
-13.3%
-50.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.8% |
| 7D | -1.7% | -11.0% | +9.3% | +3.6% |
| 30D | -21.9% | -14.0% | -7.9% | -16.4% |
| 3M | -8.2% | +13.3% | -21.5% | -15.7% |
| 6M | +57.5% | -35.3% | +92.8% | +86.2% |
| YTD | +62.8% | -24.0% | +86.8% | +76.8% |
| 1Y | +24.5% | -36.7% | +61.2% | +47.9% |
| 3Y | +599.0% | -5.4% | +604.4% | +534.0% |
| 5Y | -54.9% | -24.9% | -30.0% | -59.3% |
| All | -63.7% | -13.3% | -50.4% | -64.7% |
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