-82.0%
EOSE vs OUST
-63.2%
-18.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.2% | -4.8% | -7.7% |
| 7D | -3.7% | +19.9% | -23.6% | -9.8% |
| 30D | -22.0% | +3.6% | -25.6% | -22.7% |
| 3M | -57.3% | -20.6% | -36.7% | -54.2% |
| 6M | -77.7% | +35.1% | -112.7% | -80.6% |
| YTD | -84.2% | +69.1% | -153.3% | -87.2% |
| 1Y | -89.5% | +49.9% | -139.5% | -91.1% |
| 3Y | +41.4% | +642.4% | -601.0% | -40.3% |
| 5Y | -83.0% | -48.3% | -34.7% | -84.3% |
| All | -82.0% | -63.2% | -18.8% | -81.2% |
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