+821.4%
EME vs OUST
-60.6%
+882.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | -8.8% | +31.9% | -40.7% | -11.4% |
| 30D | -18.2% | -4.2% | -14.0% | -18.3% |
| 3M | -20.2% | -9.3% | -10.9% | -20.0% |
| 6M | -29.9% | +51.7% | -81.6% | -34.0% |
| YTD | +5.7% | +76.6% | -70.9% | -2.7% |
| 1Y | -1.5% | +48.9% | -50.3% | -8.2% |
| 3Y | +208.4% | +675.3% | -466.8% | +142.7% |
| 5Y | +401.9% | -44.0% | +445.9% | +340.3% |
| All | +821.4% | -60.6% | +882.0% | +697.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling