+103.3%
EMR vs OUST
+594.6%
-491.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.6% | +1.0% |
| 7D | +2.8% | -3.8% | +6.6% | +3.2% |
| 30D | +3.7% | +5.1% | -1.4% | +2.6% |
| 3M | +2.0% | -25.8% | +27.8% | +4.4% |
| 6M | +22.1% | -2.0% | +24.1% | +18.3% |
| YTD | +27.2% | +54.7% | -27.5% | +15.4% |
| 1Y | +32.0% | +48.8% | -16.8% | +19.9% |
| 3Y | +103.3% | +607.8% | -504.6% | +50.6% |
| All | +103.3% | +594.6% | -491.3% | +50.6% |
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 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