+162.2%
EMR vs OUST
-64.1%
+226.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.0% | -14.2% | -1.3% |
| 7D | -1.6% | +17.0% | -18.6% | -3.0% |
| 30D | +2.0% | -16.5% | +18.5% | +3.1% |
| 3M | +3.8% | -23.7% | +27.5% | +5.4% |
| 6M | +10.5% | +18.4% | -7.9% | +6.1% |
| YTD | +23.7% | +60.8% | -37.1% | +15.2% |
| 1Y | +25.4% | +44.2% | -18.8% | +17.5% |
| 3Y | +86.6% | +668.1% | -581.5% | +48.9% |
| 5Y | +83.0% | -48.8% | +131.8% | +56.2% |
| All | +162.2% | -64.1% | +226.3% | +124.6% |
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