-88.7%
ENPH vs OUST
-45.2%
-43.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -10.3% | +14.0% | -24.3% | -13.0% |
| 30D | -10.1% | +2.5% | -12.7% | -11.6% |
| 3M | -33.1% | -15.3% | -17.8% | -32.0% |
| 6M | -24.8% | +42.6% | -67.4% | -32.3% |
| YTD | -11.7% | +76.6% | -88.3% | -25.0% |
| 1Y | -8.2% | +54.1% | -62.3% | -20.3% |
| 3Y | -63.7% | +675.3% | -739.0% | -81.2% |
| 5Y | -88.7% | -45.1% | -43.6% | -87.7% |
| All | -88.7% | -45.2% | -43.5% | -87.7% |
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