+335.3%
NRG vs OUST
-62.4%
+397.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.7% | +4.7% | +6.3% |
| 7D | +7.1% | +5.2% | +1.9% | +6.7% |
| 30D | -1.4% | -19.3% | +17.8% | +0.2% |
| 3M | -10.5% | -22.6% | +12.2% | -10.1% |
| 6M | -26.7% | +62.8% | -89.5% | -31.7% |
| YTD | -24.5% | +68.3% | -92.9% | -30.2% |
| 1Y | -18.6% | +28.5% | -47.1% | -23.7% |
| 3Y | +227.1% | +554.0% | -326.9% | +156.2% |
| 5Y | +198.8% | -56.2% | +255.0% | +159.5% |
| All | +335.3% | -62.4% | +397.7% | +270.6% |
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