-42.5%
EOSE vs OUST
+59.7%
-102.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.7% | +9.2% | +10.1% |
| 7D | +19.0% | +5.2% | +13.8% | +16.7% |
| 30D | +1.6% | -19.3% | +20.8% | +10.8% |
| 3M | -52.0% | -22.6% | -29.3% | -49.2% |
| 6M | -42.5% | +62.8% | -105.3% | -60.3% |
| All | -42.5% | +59.7% | -102.2% | -60.3% |
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