+31.5%
OUST vs SHAK
-30.7%
+62.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.9% |
| 7D | +12.7% | -0.3% | +13.0% | +12.8% |
| 30D | -13.6% | -5.2% | -8.4% | -11.9% |
| 3M | -8.3% | +27.3% | -35.6% | -18.9% |
| 6M | +85.0% | -27.9% | +112.8% | +118.4% |
| YTD | +73.2% | -17.0% | +90.2% | +84.5% |
| All | +31.5% | -30.7% | +62.2% | +73.1% |
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