+54.5%
EEM vs OUST
-60.6%
+115.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +0.7% | +14.0% | -13.3% | -0.4% |
| 30D | -6.2% | +2.5% | -8.8% | -6.7% |
| 3M | -5.2% | -15.3% | +10.1% | -4.6% |
| 6M | -8.1% | +42.6% | -50.8% | -12.1% |
| YTD | +14.0% | +76.6% | -62.6% | +6.7% |
| 1Y | +13.8% | +54.1% | -40.2% | +7.3% |
| 3Y | +73.7% | +675.3% | -601.5% | +37.6% |
| 5Y | +34.6% | -45.1% | +79.6% | +22.0% |
| All | +54.5% | -60.6% | +115.1% | +44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling