+44.7%
EWZ vs OUST
+554.0%
-509.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | +6.5% | +5.2% | +1.3% | +6.2% |
| 30D | +4.8% | -19.3% | +24.1% | +5.8% |
| 3M | +9.9% | -22.6% | +32.5% | +10.1% |
| 6M | +1.9% | +62.8% | -60.8% | -2.8% |
| YTD | +20.3% | +68.3% | -48.0% | +14.2% |
| 1Y | +35.6% | +28.5% | +7.1% | +29.5% |
| All | +44.7% | +554.0% | -509.3% | +14.6% |
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