+190.6%
EME vs OUST
+626.4%
-435.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +14.0% | -11.8% | +0.5% |
| 7D | -10.5% | +17.0% | -27.5% | -12.5% |
| 30D | -22.4% | -16.5% | -5.9% | -21.1% |
| 3M | -24.7% | -23.7% | -1.0% | -22.9% |
| 6M | -35.5% | +18.4% | -53.8% | -38.7% |
| YTD | -0.3% | +60.8% | -61.1% | -9.6% |
| 1Y | -6.7% | +44.2% | -50.9% | -14.6% |
| 3Y | +190.6% | +668.1% | -477.5% | +122.8% |
| All | +190.6% | +626.4% | -435.8% | +122.8% |
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