+124.3%
EWY vs OUST
-64.1%
+188.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +14.0% | -9.9% | +2.5% |
| 7D | -10.4% | +17.0% | -27.4% | -12.0% |
| 30D | -25.4% | -16.5% | -8.9% | -24.1% |
| 3M | -16.5% | -23.7% | +7.1% | -14.5% |
| 6M | -24.7% | +18.4% | -43.1% | -26.6% |
| YTD | +40.9% | +60.8% | -19.9% | +33.3% |
| 1Y | +49.8% | +44.2% | +5.6% | +42.4% |
| 3Y | +134.8% | +668.1% | -533.3% | +85.0% |
| 5Y | +91.4% | -48.8% | +140.3% | +72.1% |
| All | +124.3% | -64.1% | +188.4% | +106.3% |
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 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