+365.1%
SHEL vs OUST
-64.1%
+429.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.0% | -15.0% | -1.4% |
| 7D | -8.8% | +17.0% | -25.8% | -9.2% |
| 30D | +2.3% | -16.5% | +18.8% | +2.7% |
| 3M | +11.6% | -23.7% | +35.2% | +12.1% |
| 6M | +15.7% | +18.4% | -2.7% | +13.6% |
| YTD | +38.6% | +60.8% | -22.2% | +34.1% |
| 1Y | +38.5% | +44.2% | -5.7% | +34.4% |
| 3Y | +66.9% | +668.1% | -601.2% | +47.7% |
| 5Y | +160.6% | -48.8% | +209.4% | +148.5% |
| All | +365.1% | -64.1% | +429.3% | +341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling