-2.9%
SHOP vs OUST
-49.1%
+46.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +14.0% | -10.4% | +0.6% |
| 7D | -5.4% | +17.0% | -22.4% | -8.8% |
| 30D | -10.3% | -16.5% | +6.2% | -7.6% |
| 3M | +1.0% | -23.7% | +24.7% | +5.0% |
| 6M | +41.2% | +18.4% | +22.9% | +22.1% |
| YTD | -7.5% | +60.8% | -68.3% | -27.3% |
| 1Y | -4.6% | +44.2% | -48.8% | -23.5% |
| 3Y | +146.4% | +668.1% | -521.7% | -8.0% |
| All | -2.9% | -49.1% | +46.1% | +5.8% |
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