-60.6%
OUST vs EVRG
+109.4%
-170.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +31.9% | +3.5% | +28.4% | +31.7% |
| 30D | -4.2% | +9.2% | -13.4% | -4.6% |
| 3M | -9.3% | +8.6% | -17.9% | -9.6% |
| 6M | +51.7% | +10.0% | +41.7% | +50.3% |
| YTD | +76.6% | +25.1% | +51.5% | +70.2% |
| 1Y | +48.9% | +19.5% | +29.4% | +44.8% |
| 3Y | +675.3% | +102.3% | +573.0% | +569.0% |
| 5Y | -44.0% | +66.8% | -110.9% | -50.9% |
| All | -60.6% | +109.4% | -170.0% | -65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling