+64.6%
EMR vs OUST
+554.0%
-489.4%
-29.6%
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% | +1.6% |
| 7D | -1.5% | +5.2% | -6.7% | -2.1% |
| 30D | -5.6% | -19.3% | +13.6% | -3.6% |
| 3M | +7.9% | -22.6% | +30.6% | +8.6% |
| 6M | +6.0% | +62.8% | -56.8% | -3.3% |
| YTD | +16.4% | +68.3% | -51.9% | +5.4% |
| 1Y | +16.6% | +28.5% | -11.9% | +7.1% |
| All | +64.6% | +554.0% | -489.4% | +19.3% |
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