-62.7%
ENPH vs OUST
+736.7%
-799.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.8% | -8.7% | -0.1% |
| 7D | +4.1% | +36.7% | -32.6% | -3.0% |
| 30D | -11.4% | -3.3% | -8.0% | -11.7% |
| 3M | -30.5% | -11.1% | -19.4% | -30.1% |
| 6M | -20.2% | +53.1% | -73.3% | -28.6% |
| YTD | -9.3% | +78.2% | -87.5% | -22.0% |
| 1Y | -3.8% | +50.0% | -53.8% | -15.2% |
| All | -62.7% | +736.7% | -799.4% | -81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling