+65.7%
EWZ vs OUST
-68.5%
+134.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.0% | +7.5% | -1.1% |
| 7D | -4.2% | -5.0% | +0.9% | -4.0% |
| 30D | -26.1% | -32.0% | +5.9% | -25.0% |
| 3M | -12.0% | -32.4% | +20.3% | -10.8% |
| 6M | -19.3% | +6.7% | -26.0% | -20.9% |
| YTD | +0.9% | +41.0% | -40.1% | -2.8% |
| 1Y | +3.4% | +18.0% | -14.6% | +0.2% |
| 3Y | +18.6% | +560.6% | -542.0% | +2.0% |
| 5Y | +56.6% | -55.1% | +111.7% | +51.6% |
| All | +65.7% | -68.5% | +134.2% | +65.8% |
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 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