0.0%
EMB vs OUST
+32.6%
-32.6%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.0% | -0.2% |
| 7D | -0.1% | +17.0% | -17.1% | -0.4% |
| 30D | +1.3% | -16.5% | +17.8% | +1.5% |
| 3M | -2.7% | -23.7% | +20.9% | -2.5% |
| 6M | -2.8% | +18.4% | -21.2% | -3.9% |
| YTD | -1.1% | +60.8% | -61.9% | -3.1% |
| 1Y | 0.0% | +44.2% | -44.2% | -2.0% |
| All | 0.0% | +32.6% | -32.6% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling