+37.9%
SHEL vs OUST
+34.0%
+3.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +2.5% |
| 7D | +1.9% | +12.7% | -10.8% | +1.9% |
| 30D | +8.7% | -13.6% | +22.3% | +8.7% |
| 3M | +11.0% | -8.3% | +19.3% | +10.5% |
| 6M | +14.6% | +85.0% | -70.4% | +11.5% |
| YTD | +33.3% | +73.2% | -40.0% | +29.1% |
| 1Y | +37.9% | +32.5% | +5.4% | +34.7% |
| All | +37.9% | +34.0% | +3.9% | +34.7% |
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