+48.9%
OUST vs EVRG
+20.4%
+28.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.3% |
| 7D | +31.9% | +3.5% | +28.4% | +37.2% |
| 30D | -4.2% | +9.2% | -13.4% | +6.7% |
| 3M | -9.3% | +8.6% | -17.9% | +0.3% |
| 6M | +51.7% | +10.0% | +41.7% | +70.8% |
| YTD | +76.6% | +25.1% | +51.5% | +99.4% |
| 1Y | +48.9% | +19.5% | +29.4% | +74.8% |
| All | +48.9% | +20.4% | +28.5% | +74.8% |
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