+51.7%
EEM vs OUST
-65.5%
+117.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.5% | +8.2% | +0.3% |
| 7D | +2.7% | -3.8% | +6.5% | +2.9% |
| 30D | -5.4% | +5.1% | -10.4% | -6.0% |
| 3M | -8.6% | -25.8% | +17.2% | -7.1% |
| 6M | -8.9% | -2.0% | -6.9% | -10.3% |
| YTD | +11.9% | +54.7% | -42.8% | +5.8% |
| 1Y | +13.1% | +48.8% | -35.7% | +7.0% |
| 3Y | +70.7% | +607.8% | -537.2% | +36.1% |
| 5Y | +31.8% | -52.7% | +84.5% | +20.8% |
| All | +51.7% | -65.5% | +117.2% | +43.1% |
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