+14.1%
EOSE vs OUST
+554.0%
-539.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.7% | +9.2% | +10.3% |
| 7D | +19.0% | +5.2% | +13.8% | +17.4% |
| 30D | +1.6% | -19.3% | +20.8% | +8.7% |
| 3M | -52.0% | -22.6% | -29.3% | -49.6% |
| 6M | -42.5% | +62.8% | -105.3% | -52.7% |
| YTD | -66.1% | +68.3% | -134.5% | -72.2% |
| 1Y | -47.1% | +28.5% | -75.7% | -53.7% |
| All | +14.1% | +554.0% | -539.9% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling