+321.9%
NRG vs OUST
-62.6%
+384.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.2% | -3.3% |
| 7D | +3.9% | +4.0% | -0.2% | +3.5% |
| 30D | -3.0% | -14.0% | +11.0% | -1.8% |
| 3M | -10.9% | -5.9% | -5.0% | -11.9% |
| 6M | -25.3% | +76.4% | -101.6% | -30.8% |
| YTD | -26.8% | +67.5% | -94.3% | -32.3% |
| 1Y | -23.3% | +27.1% | -50.4% | -28.0% |
| 3Y | +208.6% | +619.0% | -410.4% | +140.3% |
| 5Y | +194.1% | -54.9% | +249.1% | +155.1% |
| All | +321.9% | -62.6% | +384.6% | +259.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling