+72.7%
EWJ vs OUST
+554.0%
-481.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | +2.5% | +5.2% | -2.7% | +2.2% |
| 30D | +3.3% | -19.3% | +22.5% | +4.5% |
| 3M | +5.0% | -22.6% | +27.6% | +5.4% |
| 6M | +11.5% | +62.8% | -51.2% | +6.7% |
| YTD | +22.4% | +68.3% | -46.0% | +16.5% |
| 1Y | +30.2% | +28.5% | +1.7% | +24.8% |
| All | +72.7% | +554.0% | -481.3% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling