-62.4%
OUST vs EVRG
+93.1%
-155.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | +5.2% | +1.1% | +4.1% | +5.2% |
| 30D | -19.3% | -1.0% | -18.2% | -19.2% |
| 3M | -22.6% | +0.4% | -23.0% | -23.0% |
| 6M | +62.8% | -0.8% | +63.6% | +62.2% |
| YTD | +68.3% | +15.3% | +53.0% | +62.8% |
| 1Y | +28.5% | +17.9% | +10.7% | +23.8% |
| 3Y | +554.0% | +71.9% | +482.1% | +469.7% |
| 5Y | -56.2% | +45.3% | -101.5% | -62.0% |
| All | -62.4% | +93.1% | -155.5% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling