+86.9%
EMR vs OUST
+537.2%
-450.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.0% | +4.4% | -3.6% |
| 7D | -4.8% | -5.0% | +0.3% | -4.3% |
| 30D | +0.7% | -32.0% | +32.8% | +4.7% |
| 3M | +0.4% | -32.4% | +32.8% | +4.0% |
| 6M | +18.4% | +6.7% | +11.7% | +13.3% |
| YTD | +23.9% | +41.0% | -17.1% | +13.8% |
| 1Y | +24.7% | +18.0% | +6.7% | +16.2% |
| All | +86.9% | +537.2% | -450.3% | +38.7% |
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