+12.1%
EEM vs OUST
+42.6%
-30.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.8% | -8.0% | +1.4% |
| 7D | -0.1% | +36.7% | -36.8% | -4.6% |
| 30D | -8.6% | -3.3% | -5.3% | -8.8% |
| 3M | -7.0% | -11.1% | +4.1% | -6.7% |
| 6M | -9.7% | +53.1% | -62.8% | -17.0% |
| YTD | +12.1% | +78.2% | -66.1% | -0.4% |
| All | +12.1% | +42.6% | -30.5% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling