-82.6%
EOSE vs OUST
-53.0%
-29.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -8.5% | +14.0% | +8.3% |
| 7D | +9.8% | -3.8% | +13.5% | +11.0% |
| 30D | -2.1% | +5.1% | -7.1% | -4.0% |
| 3M | -54.1% | -25.8% | -28.3% | -49.8% |
| 6M | -76.9% | -2.0% | -74.9% | -77.7% |
| YTD | -83.3% | +54.7% | -138.0% | -86.1% |
| 1Y | -87.4% | +48.8% | -136.2% | -89.3% |
| 3Y | +61.9% | +607.8% | -546.0% | -28.9% |
| All | -82.6% | -53.0% | -29.6% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling