+98.5%
EWY vs OUST
-53.0%
+151.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.5% | +6.7% | -0.8% |
| 7D | +4.2% | -3.8% | +8.0% | +4.6% |
| 30D | -10.7% | +5.1% | -15.7% | -11.4% |
| 3M | -20.1% | -25.8% | +5.7% | -17.7% |
| 6M | -24.3% | -2.0% | -22.3% | -24.9% |
| YTD | +46.9% | +54.7% | -7.9% | +38.9% |
| 1Y | +55.2% | +48.8% | +6.4% | +46.9% |
| 3Y | +157.0% | +607.8% | -450.9% | +100.2% |
| All | +98.5% | -53.0% | +151.6% | +76.8% |
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