-53.8%
OUST vs SHAK
-18.7%
-35.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.6% |
| 7D | +5.2% | -0.7% | +5.9% | +5.6% |
| 30D | -19.3% | -6.6% | -12.6% | -16.5% |
| 3M | -22.6% | +30.1% | -52.7% | -34.3% |
| 6M | +62.8% | -28.7% | +91.5% | +86.7% |
| YTD | +68.3% | -14.5% | +82.8% | +73.3% |
| 1Y | +28.5% | -31.9% | +60.4% | +49.8% |
| 3Y | +554.0% | -1.0% | +555.0% | +455.1% |
| All | -53.8% | -18.7% | -35.1% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling