-73.5%
ENPH vs OUST
-68.5%
-4.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.0% | +0.8% | -6.3% |
| 7D | +12.0% | -5.0% | +17.1% | +13.0% |
| 30D | -14.6% | -32.0% | +17.5% | -8.0% |
| 3M | -25.6% | -32.4% | +6.7% | -20.5% |
| 6M | -19.6% | +6.7% | -26.3% | -23.2% |
| YTD | -9.6% | +41.0% | -50.6% | -19.4% |
| 1Y | -10.0% | +18.0% | -28.0% | -17.4% |
| 3Y | -64.2% | +560.6% | -624.8% | -81.0% |
| 5Y | -87.8% | -55.1% | -32.7% | -88.9% |
| All | -73.5% | -68.5% | -4.9% | -73.3% |
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