+83.8%
IEFA vs OUST
-64.1%
+147.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | -1.6% |
| 7D | -1.6% | +17.0% | -18.6% | -2.5% |
| 30D | -1.5% | -16.5% | +15.0% | -0.7% |
| 3M | -5.2% | -23.7% | +18.5% | -4.3% |
| 6M | -1.6% | +18.4% | -20.0% | -4.5% |
| YTD | +7.7% | +60.8% | -53.1% | +2.2% |
| 1Y | +12.2% | +44.2% | -32.0% | +6.9% |
| 3Y | +62.1% | +668.1% | -606.0% | +32.3% |
| 5Y | +43.7% | -48.8% | +92.5% | +29.4% |
| All | +83.8% | -64.1% | +147.9% | +67.2% |
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