-57.3%
EOSE vs OUST
-62.3%
+5.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.9% | +7.9% | +9.9% |
| 7D | +41.4% | +12.7% | +28.7% | +36.5% |
| 30D | +3.6% | -13.6% | +17.2% | +8.7% |
| 3M | -35.7% | -8.3% | -27.4% | -36.0% |
| 6M | -29.9% | +85.0% | -114.8% | -44.7% |
| YTD | -62.5% | +73.2% | -135.7% | -69.6% |
| 1Y | -37.4% | +32.5% | -69.9% | -45.4% |
| 3Y | +55.8% | +643.8% | -588.1% | -34.6% |
| 5Y | -67.8% | -52.1% | -15.7% | -69.6% |
| All | -57.3% | -62.3% | +5.0% | -55.5% |
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