+62.8%
OUST vs EVRG
-0.7%
+63.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +0.9% |
| 7D | +5.2% | +1.1% | +4.1% | +7.2% |
| 30D | -19.3% | -1.0% | -18.2% | -20.7% |
| 3M | -22.6% | +0.4% | -23.0% | -21.1% |
| 6M | +62.8% | -0.8% | +63.6% | +69.9% |
| All | +62.8% | -0.7% | +63.4% | +69.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling