-81.3%
EOSE vs OUST
-61.2%
-20.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +10.8% | -2.8% | +4.5% |
| 7D | +6.8% | +36.7% | -29.9% | -3.9% |
| 30D | -25.4% | -3.3% | -22.1% | -24.6% |
| 3M | -54.7% | -11.1% | -43.6% | -53.1% |
| 6M | -76.5% | +53.1% | -129.6% | -80.4% |
| YTD | -83.6% | +78.2% | -161.8% | -86.9% |
| 1Y | -89.7% | +50.0% | -139.7% | -91.3% |
| 3Y | +38.7% | +836.2% | -797.4% | -46.3% |
| 5Y | -82.9% | -50.0% | -32.9% | -84.1% |
| All | -81.3% | -61.2% | -20.1% | -80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling