-24.7%
EWY vs OUST
+31.3%
-56.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +14.0% | -9.9% | -0.4% |
| 7D | -10.4% | +17.0% | -27.4% | -15.1% |
| 30D | -25.4% | -16.5% | -8.9% | -21.7% |
| 3M | -16.5% | -23.7% | +7.1% | -10.8% |
| 6M | -24.7% | +18.4% | -43.1% | -30.0% |
| All | -24.7% | +31.3% | -56.0% | -30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling