+75.2%
EWJ vs OUST
-60.2%
+135.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.8% | -7.2% | +3.0% |
| 7D | -1.5% | +36.7% | -38.1% | -3.4% |
| 30D | -6.5% | -3.3% | -3.2% | -6.6% |
| 3M | -5.6% | -11.1% | +5.5% | -5.4% |
| 6M | -0.3% | +53.1% | -53.3% | -4.3% |
| YTD | +13.9% | +78.2% | -64.3% | +7.7% |
| 1Y | +14.6% | +50.0% | -35.5% | +9.1% |
| 3Y | +66.6% | +836.2% | -769.5% | +36.8% |
| 5Y | +47.7% | -50.0% | +97.6% | +33.5% |
| All | +75.2% | -60.2% | +135.5% | +58.5% |
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