+8.9%
EMB vs OUST
-68.5%
+77.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.0% | +8.5% | -0.3% |
| 7D | -0.3% | -5.0% | +4.7% | -0.2% |
| 30D | +1.1% | -32.0% | +33.2% | +2.0% |
| 3M | -2.9% | -32.4% | +29.4% | -2.2% |
| 6M | -2.1% | +6.7% | -8.8% | -3.2% |
| YTD | -1.1% | +41.0% | -42.1% | -3.2% |
| 1Y | +0.3% | +18.0% | -17.7% | -1.5% |
| 3Y | +27.7% | +560.6% | -532.9% | +15.6% |
| 5Y | +6.0% | -55.1% | +61.1% | +0.4% |
| All | +8.9% | -68.5% | +77.5% | +3.9% |
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