+91.9%
EMR vs OUST
-50.0%
+141.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.8% | -6.4% | +3.4% |
| 7D | +2.1% | +36.7% | -34.5% | -1.0% |
| 30D | +4.8% | -3.3% | +8.1% | +4.6% |
| 3M | +7.5% | -11.1% | +18.6% | +7.8% |
| 6M | +20.9% | +53.1% | -32.2% | +12.8% |
| YTD | +29.2% | +78.2% | -49.1% | +17.9% |
| 1Y | +33.0% | +50.0% | -17.0% | +22.9% |
| 3Y | +109.8% | +836.2% | -726.4% | +58.6% |
| 5Y | +91.9% | -50.0% | +141.9% | +59.8% |
| All | +91.9% | -50.0% | +141.9% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling