+244.4%
EME vs OUST
+554.0%
-309.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.5% |
| 7D | +1.9% | +5.2% | -3.3% | +1.2% |
| 30D | -8.3% | -19.3% | +11.0% | -6.0% |
| 3M | -10.7% | -22.6% | +11.9% | -9.7% |
| 6M | +1.9% | +62.8% | -60.9% | -6.6% |
| YTD | +23.5% | +68.3% | -44.9% | +12.0% |
| 1Y | +18.0% | +28.5% | -10.6% | +9.4% |
| All | +244.4% | +554.0% | -309.7% | +162.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling