+71.1%
EEM vs OUST
-62.4%
+133.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.7% |
| 7D | +2.3% | +5.2% | -2.9% | +1.9% |
| 30D | +4.5% | -19.3% | +23.8% | +6.1% |
| 3M | -0.1% | -22.6% | +22.6% | +0.6% |
| 6M | +16.9% | +62.8% | -45.8% | +11.0% |
| YTD | +26.2% | +68.3% | -42.1% | +19.1% |
| 1Y | +40.5% | +28.5% | +12.0% | +33.7% |
| 3Y | +86.2% | +554.0% | -467.9% | +49.4% |
| 5Y | +45.5% | -56.2% | +101.7% | +34.1% |
| All | +71.1% | -62.4% | +133.5% | +61.1% |
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 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