+1,003.2%
EME vs OUST
-61.4%
+1,064.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +2.2% |
| 7D | +5.2% | +12.7% | -7.6% | +3.9% |
| 30D | -5.4% | -13.6% | +8.3% | -4.1% |
| 3M | -6.1% | -8.3% | +2.2% | -6.5% |
| 6M | +9.7% | +85.0% | -75.3% | +1.6% |
| YTD | +26.6% | +73.2% | -46.7% | +17.4% |
| 1Y | +24.6% | +32.5% | -7.8% | +17.4% |
| 3Y | +249.6% | +643.8% | -394.3% | +176.7% |
| 5Y | +556.6% | -52.1% | +608.7% | +484.0% |
| All | +1,003.2% | -61.4% | +1,064.5% | +862.2% |
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 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