+181.7%
NRG vs OUST
-49.1%
+230.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +14.0% | -4.4% | +8.4% |
| 7D | -7.6% | +17.0% | -24.6% | -9.1% |
| 30D | -18.3% | -16.5% | -1.8% | -17.4% |
| 3M | -25.5% | -23.7% | -1.8% | -24.3% |
| 6M | -40.9% | +18.4% | -59.3% | -43.6% |
| YTD | -43.7% | +60.8% | -104.5% | -48.3% |
| 1Y | -47.3% | +44.2% | -91.5% | -51.2% |
| 3Y | +103.2% | +668.1% | -564.9% | +55.3% |
| All | +181.7% | -49.1% | +230.8% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling