+368.8%
SHEL vs OUST
-65.5%
+434.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.5% | +9.9% | +1.5% |
| 7D | +0.8% | -3.8% | +4.6% | +0.9% |
| 30D | -3.6% | +5.1% | -8.6% | -3.9% |
| 3M | +12.0% | -25.8% | +37.9% | +12.6% |
| 6M | +19.7% | -2.0% | +21.7% | +18.4% |
| YTD | +39.6% | +54.7% | -15.1% | +35.3% |
| 1Y | +36.4% | +48.8% | -12.4% | +32.2% |
| 3Y | +70.2% | +607.8% | -537.6% | +51.1% |
| 5Y | +169.2% | -52.7% | +221.9% | +157.3% |
| All | +368.8% | -65.5% | +434.3% | +345.3% |
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