+28.5%
OUST vs EVRG
+17.4%
+11.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.2% |
| 7D | +5.2% | +1.1% | +4.1% | +6.5% |
| 30D | -19.3% | -1.0% | -18.2% | -20.1% |
| 3M | -22.6% | +0.4% | -23.0% | -22.1% |
| 6M | +62.8% | -0.8% | +63.6% | +66.2% |
| YTD | +68.3% | +15.3% | +53.0% | +73.4% |
| 1Y | +28.5% | +17.9% | +10.7% | +64.7% |
| All | +28.5% | +17.4% | +11.1% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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