-82.7%
EOSE vs OUST
-65.0%
-17.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +14.0% | -21.5% | -12.0% |
| 7D | -7.9% | +17.0% | -24.9% | -12.8% |
| 30D | -43.9% | -16.5% | -27.4% | -40.5% |
| 3M | -55.8% | -23.7% | -32.2% | -52.1% |
| 6M | -73.4% | +18.4% | -91.8% | -76.0% |
| YTD | -84.8% | +60.8% | -145.6% | -87.5% |
| 1Y | -88.6% | +44.2% | -132.8% | -90.2% |
| 3Y | -2.8% | +668.1% | -670.9% | -59.9% |
| 5Y | -84.6% | -48.8% | -35.8% | -85.8% |
| All | -82.7% | -65.0% | -17.7% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling