+32.4%
SHOP vs OUST
-62.4%
+94.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -5.1% | +5.2% | -10.3% | -6.1% |
| 30D | +0.6% | -19.3% | +19.8% | +4.5% |
| 3M | +25.0% | -22.6% | +47.7% | +24.8% |
| 6M | +11.9% | +62.8% | -50.9% | -9.7% |
| YTD | -9.9% | +68.3% | -78.2% | -28.5% |
| 1Y | 0.0% | +28.5% | -28.6% | -17.8% |
| 3Y | +117.5% | +554.0% | -436.5% | -7.5% |
| 5Y | -6.6% | -56.2% | +49.6% | -24.7% |
| All | +32.4% | -62.4% | +94.8% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling