-73.9%
ENPH vs OUST
-64.1%
-9.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.0% | -15.7% | -4.7% |
| 7D | +11.0% | +17.0% | -6.0% | +6.8% |
| 30D | -15.0% | -16.5% | +1.5% | -12.6% |
| 3M | -28.2% | -23.7% | -4.6% | -25.4% |
| 6M | -20.5% | +18.4% | -38.8% | -26.0% |
| YTD | -11.2% | +60.8% | -72.0% | -23.2% |
| 1Y | -8.7% | +44.2% | -52.9% | -19.7% |
| 3Y | -63.6% | +668.1% | -731.7% | -81.4% |
| 5Y | -88.0% | -48.8% | -39.2% | -89.4% |
| All | -73.9% | -64.1% | -9.8% | -74.5% |
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 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