-60.6%
OUST vs SHAK
+6.7%
-67.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.2% |
| 7D | +31.9% | +8.2% | +23.7% | +28.0% |
| 30D | -4.2% | +13.5% | -17.7% | -9.7% |
| 3M | -9.3% | +6.2% | -15.5% | -12.4% |
| 6M | +51.7% | +8.2% | +43.5% | +40.0% |
| YTD | +76.6% | -6.5% | +83.1% | +73.2% |
| 1Y | +48.9% | -19.2% | +68.1% | +55.8% |
| 3Y | +675.3% | +37.9% | +637.3% | +484.4% |
| 5Y | -44.0% | -9.5% | -34.6% | -53.7% |
| All | -60.6% | +6.7% | -67.3% | -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