+150.5%
EWY vs OUST
+692.9%
-542.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -1.9% |
| 7D | -10.2% | +31.9% | -42.1% | -13.8% |
| 30D | -21.5% | -4.2% | -17.3% | -21.3% |
| 3M | -14.7% | -9.3% | -5.4% | -14.1% |
| 6M | -26.8% | +51.7% | -78.5% | -30.5% |
| YTD | +43.2% | +76.6% | -33.5% | +33.4% |
| 1Y | +48.7% | +48.9% | -0.1% | +39.9% |
| All | +150.5% | +692.9% | -542.5% | +106.6% |
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