+47.0%
EWJ vs OUST
-48.5%
+95.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.4% |
| 7D | +3.6% | +19.9% | -16.3% | +2.4% |
| 30D | -6.0% | +3.6% | -9.6% | -6.5% |
| 3M | -6.5% | -20.6% | +14.2% | -5.6% |
| 6M | -0.1% | +35.1% | -35.2% | -3.7% |
| YTD | +13.9% | +69.1% | -55.2% | +7.6% |
| 1Y | +13.1% | +49.9% | -36.8% | +7.4% |
| 3Y | +65.0% | +642.4% | -577.4% | +34.7% |
| 5Y | +47.0% | -48.3% | +95.3% | +37.3% |
| All | +47.0% | -48.5% | +95.4% | +37.3% |
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