+209.2%
EWY vs OUST
-62.4%
+271.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.4% |
| 7D | +4.8% | +5.2% | -0.4% | +4.3% |
| 30D | +11.7% | -19.3% | +30.9% | +14.0% |
| 3M | -7.4% | -22.6% | +15.2% | -5.9% |
| 6M | +40.6% | +62.8% | -22.2% | +33.5% |
| YTD | +94.3% | +68.3% | +25.9% | +83.3% |
| 1Y | +164.3% | +28.5% | +135.7% | +151.8% |
| 3Y | +221.0% | +554.0% | -333.1% | +155.6% |
| 5Y | +139.1% | -56.2% | +195.3% | +116.0% |
| All | +209.2% | -62.4% | +271.7% | +183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling