+348.8%
SHEL vs OUST
-62.6%
+411.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.4% |
| 7D | +3.0% | +4.0% | -1.0% | +2.9% |
| 30D | +7.2% | -14.0% | +21.2% | +7.6% |
| 3M | +12.9% | -5.9% | +18.8% | +12.3% |
| 6M | +13.7% | +76.4% | -62.7% | +10.2% |
| YTD | +33.7% | +67.5% | -33.8% | +29.5% |
| 1Y | +37.9% | +27.1% | +10.8% | +34.2% |
| 3Y | +70.2% | +619.0% | -548.8% | +51.2% |
| 5Y | +192.3% | -54.9% | +247.3% | +180.6% |
| All | +348.8% | -62.6% | +411.4% | +326.4% |
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