-11.4%
SHOP vs OUST
-48.7%
+37.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.6% | -0.8% |
| 7D | +2.1% | +19.9% | -17.8% | -2.0% |
| 30D | -16.8% | +3.6% | -20.4% | -18.1% |
| 3M | -2.4% | -20.6% | +18.2% | +0.7% |
| 6M | +47.0% | +35.1% | +12.0% | +24.3% |
| YTD | -8.8% | +69.1% | -77.9% | -29.2% |
| 1Y | -6.3% | +49.9% | -56.2% | -25.3% |
| 3Y | +139.3% | +642.4% | -503.1% | -8.1% |
| All | -11.4% | -48.7% | +37.3% | -2.5% |
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 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