-84.8%
EOSE vs OUST
+11.1%
-95.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +15.7% | -3.1% | +3.9% |
| 7D | +9.7% | -0.2% | +10.0% | +9.7% |
| 30D | -34.6% | -24.0% | -10.6% | -23.9% |
| 3M | -50.8% | -29.9% | -20.9% | -41.1% |
| 6M | -66.5% | +19.1% | -85.6% | -75.6% |
| YTD | -81.3% | +55.0% | -136.3% | -89.9% |
| 1Y | -84.8% | +21.2% | -106.0% | -89.4% |
| All | -84.8% | +11.1% | -95.9% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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