-88.5%
EOSE vs OUST
+52.9%
-141.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | 0.0% | +14.4% | +14.4% |
| 7D | -7.0% | +14.0% | -21.0% | -14.2% |
| 30D | -16.7% | +2.5% | -19.3% | -18.4% |
| 3M | -53.1% | -15.3% | -37.8% | -49.7% |
| 6M | -76.8% | +42.6% | -119.4% | -84.9% |
| YTD | -82.6% | +76.6% | -159.3% | -91.5% |
| All | -88.5% | +52.9% | -141.4% | -93.5% |
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 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