+31.0%
SHEL vs OUST
+50.6%
-19.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | -6.7% | +31.9% | -38.5% | -6.3% |
| 30D | -2.9% | -4.2% | +1.3% | -2.7% |
| 3M | +9.1% | -9.3% | +18.4% | +9.4% |
| 6M | +17.9% | +51.7% | -33.8% | +16.2% |
| YTD | +36.0% | +76.6% | -40.6% | +31.4% |
| All | +31.0% | +50.6% | -19.6% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling