-49.7%
NRG vs OUST
+11.1%
-60.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +15.7% | -29.3% | -14.8% |
| 7D | -13.7% | -0.2% | -13.5% | -13.7% |
| 30D | -13.6% | -24.0% | +10.4% | -11.5% |
| 3M | -28.5% | -29.9% | +1.4% | -26.5% |
| 6M | -45.8% | +19.1% | -64.9% | -49.2% |
| YTD | -46.9% | +55.0% | -101.9% | -54.8% |
| 1Y | -49.7% | +21.2% | -70.9% | -54.2% |
| All | -49.7% | +11.1% | -60.8% | -54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling