+137.9%
SHOP vs OUST
+537.2%
-399.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.0% | +2.9% | -5.0% |
| 7D | -13.9% | -5.0% | -8.8% | -13.4% |
| 30D | -12.6% | -32.0% | +19.5% | -8.9% |
| 3M | -0.3% | -32.4% | +32.0% | +3.4% |
| 6M | +33.6% | +6.7% | +26.8% | +24.5% |
| YTD | -10.7% | +41.0% | -51.7% | -21.2% |
| 1Y | -11.8% | +18.0% | -29.7% | -20.4% |
| All | +137.9% | +537.2% | -399.3% | +61.6% |
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