-90.2%
EOSE vs OUST
+42.6%
-132.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +10.8% | -2.8% | +2.1% |
| 7D | +6.8% | +36.7% | -29.9% | -10.9% |
| 30D | -25.4% | -3.3% | -22.1% | -24.6% |
| 3M | -54.7% | -11.1% | -43.6% | -52.7% |
| 6M | -76.5% | +53.1% | -129.6% | -85.5% |
| YTD | -83.6% | +78.2% | -161.8% | -92.1% |
| All | -90.2% | +42.6% | -132.8% | -94.2% |
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 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