-76.1%
ENPH vs OUST
-65.5%
-10.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.5% | +5.9% | -0.8% |
| 7D | -8.4% | -3.8% | -4.7% | -7.8% |
| 30D | -11.2% | +5.1% | -16.2% | -13.1% |
| 3M | -36.1% | -25.8% | -10.3% | -33.1% |
| 6M | -37.9% | -2.0% | -35.9% | -39.8% |
| YTD | -18.7% | +54.7% | -73.4% | -29.2% |
| 1Y | -9.8% | +48.8% | -58.6% | -21.2% |
| 3Y | -66.8% | +607.8% | -674.6% | -82.7% |
| 5Y | -89.6% | -52.7% | -36.9% | -90.7% |
| All | -76.1% | -65.5% | -10.6% | -76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling