-4.9%
SHOP vs OUST
+11.1%
-16.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +15.7% | -8.4% | +6.0% |
| 7D | -9.0% | -0.2% | -8.8% | -9.2% |
| 30D | -4.4% | -24.0% | +19.6% | -2.9% |
| 3M | +24.1% | -29.9% | +54.0% | +26.1% |
| 6M | +20.0% | +19.1% | +0.8% | +9.0% |
| YTD | -4.9% | +55.0% | -59.9% | -22.5% |
| 1Y | -4.9% | +21.2% | -26.1% | -16.3% |
| All | -4.9% | +11.1% | -16.0% | -16.3% |
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