+38.5%
SHEL vs OUST
+32.6%
+5.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.0% | -15.0% | -0.9% |
| 7D | -8.8% | +17.0% | -25.8% | -8.6% |
| 30D | +2.3% | -16.5% | +18.8% | +2.4% |
| 3M | +11.6% | -23.7% | +35.2% | +11.7% |
| 6M | +15.7% | +18.4% | -2.7% | +14.4% |
| YTD | +38.6% | +60.8% | -22.2% | +33.5% |
| 1Y | +38.5% | +44.2% | -5.7% | +33.9% |
| All | +38.5% | +32.6% | +5.9% | +33.9% |
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