-7.7%
SHOP vs OUST
+41.3%
-49.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.5% |
| 7D | +2.8% | +31.9% | -29.1% | +0.2% |
| 30D | -14.2% | -4.2% | -10.0% | -14.6% |
| 3M | -5.5% | -9.3% | +3.8% | -6.0% |
| 6M | +32.8% | +51.7% | -18.9% | +16.8% |
| YTD | -8.9% | +76.6% | -85.5% | -27.5% |
| 1Y | -7.7% | +48.9% | -56.6% | -22.5% |
| All | -7.7% | +41.3% | -49.0% | -22.5% |
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 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