+20.0%
EWZ vs OUST
+600.2%
-580.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +15.7% | -14.1% | +0.9% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | -25.0% | -24.0% | -1.0% | -24.1% |
| 3M | -10.6% | -29.9% | +19.3% | -9.5% |
| 6M | -16.6% | +19.1% | -35.8% | -18.9% |
| YTD | +2.5% | +55.0% | -52.5% | -2.3% |
| 1Y | +8.1% | +21.2% | -13.1% | +4.0% |
| All | +20.0% | +600.2% | -580.2% | -0.3% |
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