+836.2%
OUST vs SHAK
+36.6%
+799.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +7.3% | +3.5% | +7.8% |
| 7D | +36.7% | +6.5% | +30.2% | +33.8% |
| 30D | -3.3% | +15.3% | -18.7% | -8.8% |
| 3M | -11.1% | +8.5% | -19.6% | -14.5% |
| 6M | +53.1% | +10.0% | +43.1% | +42.4% |
| YTD | +78.2% | -5.0% | +83.2% | +76.8% |
| 1Y | +50.0% | -15.3% | +65.3% | +56.4% |
| 3Y | +836.2% | +40.7% | +795.5% | +572.0% |
| All | +836.2% | +36.6% | +799.5% | +572.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling