+336.3%
SHEL vs OUST
-62.4%
+398.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.6% |
| 7D | +2.2% | +5.2% | -3.0% | +2.1% |
| 30D | +6.8% | -19.3% | +26.1% | +7.4% |
| 3M | +8.1% | -22.6% | +30.7% | +8.2% |
| 6M | +14.4% | +62.8% | -48.4% | +11.2% |
| YTD | +30.0% | +68.3% | -38.4% | +25.9% |
| 1Y | +33.3% | +28.5% | +4.8% | +29.7% |
| 3Y | +66.4% | +554.0% | -487.6% | +48.3% |
| 5Y | +178.6% | -56.2% | +234.8% | +167.6% |
| All | +336.3% | -62.4% | +398.8% | +314.5% |
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