+359.4%
SHEL vs OUST
-60.6%
+420.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.9% | +14.0% | -17.9% | -4.3% |
| 30D | -3.7% | +2.5% | -6.2% | -3.9% |
| 3M | +9.1% | -15.3% | +24.4% | +9.3% |
| 6M | +16.7% | +42.6% | -25.9% | +14.0% |
| YTD | +36.8% | +76.6% | -39.8% | +32.1% |
| 1Y | +31.8% | +54.1% | -22.2% | +27.7% |
| 3Y | +67.9% | +675.3% | -607.4% | +48.8% |
| 5Y | +163.3% | -45.1% | +208.4% | +150.7% |
| All | +359.4% | -60.6% | +420.0% | +335.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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