-5.9%
SHOP vs OUST
-56.4%
+50.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.0% | +2.9% | -4.2% |
| 7D | -13.9% | -5.0% | -8.8% | -13.0% |
| 30D | -12.6% | -32.0% | +19.5% | -5.9% |
| 3M | -0.3% | -32.4% | +32.0% | +6.4% |
| 6M | +33.6% | +6.7% | +26.8% | +18.0% |
| YTD | -10.7% | +41.0% | -51.7% | -27.8% |
| 1Y | -11.8% | +18.0% | -29.7% | -25.9% |
| 3Y | +133.9% | +560.6% | -426.8% | -9.4% |
| 5Y | -5.9% | -55.1% | +49.2% | +2.1% |
| All | -5.9% | -56.4% | +50.5% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling