-66.7%
ENPH vs OUST
-62.4%
-4.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -2.4% | +5.2% | -7.6% | -3.4% |
| 30D | -6.6% | -19.3% | +12.6% | -2.7% |
| 3M | -46.8% | -22.6% | -24.2% | -45.1% |
| 6M | -14.7% | +62.8% | -77.5% | -25.0% |
| YTD | +13.5% | +68.3% | -54.9% | -1.4% |
| 1Y | -0.4% | +28.5% | -29.0% | -11.3% |
| 3Y | -71.7% | +554.0% | -625.8% | -84.9% |
| 5Y | -79.1% | -56.2% | -22.9% | -80.6% |
| All | -66.7% | -62.4% | -4.2% | -67.3% |
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