-11.2%
SHOP vs OUST
-53.0%
+41.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.5% | +8.7% | +2.0% |
| 7D | -1.2% | -3.8% | +2.6% | -0.6% |
| 30D | -14.7% | +5.1% | -19.8% | -16.2% |
| 3M | -7.2% | -25.8% | +18.6% | -3.0% |
| 6M | +54.2% | -2.0% | +56.2% | +41.8% |
| YTD | -8.6% | +54.7% | -63.3% | -27.7% |
| 1Y | +0.5% | +48.8% | -48.3% | -20.1% |
| 3Y | +135.9% | +607.8% | -471.9% | -9.1% |
| All | -11.2% | -53.0% | +41.8% | -0.5% |
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