+668.1%
OUST vs EVRG
+93.6%
+574.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.1% | +13.9% | +14.0% |
| 7D | +17.0% | +1.9% | +15.1% | +17.2% |
| 30D | -16.5% | +9.0% | -25.5% | -15.8% |
| 3M | -23.7% | +6.3% | -30.0% | -23.1% |
| 6M | +18.4% | +9.9% | +8.5% | +18.0% |
| YTD | +60.8% | +23.8% | +37.0% | +52.9% |
| 1Y | +44.2% | +19.9% | +24.3% | +39.0% |
| 3Y | +668.1% | +94.3% | +573.8% | +398.7% |
| All | +668.1% | +93.6% | +574.5% | +398.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling