+159.2%
SHEL vs OUST
-48.7%
+207.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +5.0% | +0.8% |
| 7D | -1.6% | +19.9% | -21.5% | -2.0% |
| 30D | -4.3% | +3.6% | -7.9% | -4.5% |
| 3M | +10.4% | -20.6% | +31.0% | +10.8% |
| 6M | +17.5% | +35.1% | -17.5% | +15.1% |
| YTD | +37.8% | +69.1% | -31.3% | +33.5% |
| 1Y | +33.8% | +49.9% | -16.2% | +29.9% |
| 3Y | +69.1% | +642.4% | -573.3% | +51.3% |
| All | +159.2% | -48.7% | +207.9% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling