+41.6%
EWJ vs OUST
-49.1%
+90.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.0% | -0.9% |
| 7D | -5.0% | +17.0% | -22.0% | -6.1% |
| 30D | -10.2% | -16.5% | +6.3% | -9.5% |
| 3M | -7.2% | -23.7% | +16.4% | -6.2% |
| 6M | -3.2% | +18.4% | -21.6% | -6.0% |
| YTD | +9.9% | +60.8% | -50.9% | +4.1% |
| 1Y | +11.0% | +44.2% | -33.2% | +5.6% |
| 3Y | +57.3% | +668.1% | -610.8% | +27.9% |
| All | +41.6% | -49.1% | +90.6% | +33.9% |
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