-73.4%
EOSE vs OUST
+31.3%
-104.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +14.0% | -21.5% | -13.5% |
| 7D | -7.9% | +17.0% | -24.9% | -14.5% |
| 30D | -43.9% | -16.5% | -27.4% | -39.9% |
| 3M | -55.8% | -23.7% | -32.2% | -51.7% |
| 6M | -73.4% | +18.4% | -91.8% | -76.0% |
| All | -73.4% | +31.3% | -104.7% | -76.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling