+33.8%
SHOP vs OUST
-60.6%
+94.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.4% |
| 7D | +2.8% | +31.9% | -29.1% | -3.2% |
| 30D | -14.2% | -4.2% | -10.0% | -14.2% |
| 3M | -5.5% | -9.3% | +3.8% | -5.3% |
| 6M | +32.8% | +51.7% | -18.9% | +9.6% |
| YTD | -8.9% | +76.6% | -85.5% | -29.4% |
| 1Y | -7.7% | +48.9% | -56.6% | -25.8% |
| 3Y | +139.0% | +675.3% | -536.2% | -3.4% |
| 5Y | -0.5% | -44.0% | +43.5% | -24.1% |
| All | +33.8% | -60.6% | +94.4% | +4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling