-41.1%
NRG vs OUST
+46.4%
-87.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.0% |
| 7D | +21.7% | +19.9% | +1.8% | +19.7% |
| 30D | -8.1% | +3.6% | -11.7% | -8.6% |
| 3M | -18.3% | -20.6% | +2.3% | -17.0% |
| 6M | -28.0% | +35.1% | -63.1% | -33.7% |
| YTD | -37.5% | +69.1% | -106.6% | -48.0% |
| 1Y | -41.1% | +49.9% | -91.0% | -48.9% |
| All | -41.1% | +46.4% | -87.5% | -48.9% |
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