-61.4%
OUST vs EVRG
+94.7%
-156.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.9% |
| 7D | +12.7% | +0.9% | +11.8% | +12.7% |
| 30D | -13.6% | -0.5% | -13.1% | -13.6% |
| 3M | -8.3% | +1.5% | -9.8% | -8.7% |
| 6M | +85.0% | +1.2% | +83.8% | +83.8% |
| YTD | +73.2% | +16.3% | +56.9% | +67.4% |
| 1Y | +32.5% | +20.3% | +12.2% | +27.3% |
| 3Y | +643.8% | +72.3% | +571.5% | +547.9% |
| 5Y | -52.1% | +46.7% | -98.8% | -58.4% |
| All | -61.4% | +94.7% | -156.1% | -66.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling