+29.8%
EEM vs OUST
-49.1%
+78.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +14.0% | -11.8% | +1.1% |
| 7D | -2.8% | +17.0% | -19.8% | -4.2% |
| 30D | -11.9% | -16.5% | +4.6% | -11.0% |
| 3M | -8.8% | -23.7% | +14.9% | -7.4% |
| 6M | -11.6% | +18.4% | -30.0% | -14.4% |
| YTD | +9.0% | +60.8% | -51.8% | +2.7% |
| 1Y | +10.6% | +44.2% | -33.6% | +4.6% |
| 3Y | +64.4% | +668.1% | -603.7% | +29.3% |
| All | +29.8% | -49.1% | +78.9% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling