+146.4%
SHOP vs OUST
+626.4%
-480.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +14.0% | -10.4% | +1.9% |
| 7D | -5.4% | +17.0% | -22.4% | -7.3% |
| 30D | -10.3% | -16.5% | +6.2% | -8.8% |
| 3M | +1.0% | -23.7% | +24.7% | +3.2% |
| 6M | +41.2% | +18.4% | +22.9% | +30.0% |
| YTD | -7.5% | +60.8% | -68.3% | -19.8% |
| 1Y | -4.6% | +44.2% | -48.8% | -16.2% |
| 3Y | +146.4% | +668.1% | -521.7% | +64.6% |
| All | +146.4% | +626.4% | -480.0% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling