+223.3%
EWY vs OUST
+554.0%
-330.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.4% |
| 7D | +4.8% | +5.2% | -0.4% | +4.1% |
| 30D | +11.7% | -19.3% | +30.9% | +14.5% |
| 3M | -7.4% | -22.6% | +15.2% | -5.6% |
| 6M | +40.6% | +62.8% | -22.2% | +33.1% |
| YTD | +94.3% | +68.3% | +25.9% | +82.8% |
| 1Y | +164.3% | +28.5% | +135.7% | +150.9% |
| All | +223.3% | +554.0% | -330.8% | +158.2% |
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