+169.6%
EMR vs OUST
-62.3%
+231.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.2% | +0.3% |
| 7D | +2.7% | +19.9% | -17.3% | +1.0% |
| 30D | +2.1% | +3.6% | -1.5% | +1.4% |
| 3M | +2.3% | -20.6% | +22.9% | +3.5% |
| 6M | +22.5% | +35.1% | -12.6% | +16.5% |
| YTD | +27.2% | +69.1% | -41.9% | +17.9% |
| 1Y | +28.0% | +49.9% | -21.9% | +19.5% |
| 3Y | +103.4% | +642.4% | -539.0% | +62.6% |
| 5Y | +88.2% | -48.3% | +136.5% | +60.0% |
| All | +169.6% | -62.3% | +231.8% | +129.9% |
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 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