+175.3%
EMR vs OUST
-65.4%
+240.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +15.7% | -13.3% | +1.1% |
| 7D | +1.6% | -0.2% | +1.8% | +1.5% |
| 30D | +5.0% | -24.0% | +29.0% | +7.1% |
| 3M | +7.7% | -29.9% | +37.6% | +10.2% |
| 6M | +26.8% | +19.1% | +7.6% | +21.8% |
| YTD | +29.9% | +55.0% | -25.1% | +21.4% |
| 1Y | +25.7% | +21.2% | +4.5% | +19.4% |
| 3Y | +95.4% | +626.0% | -530.6% | +56.8% |
| 5Y | +93.7% | -51.6% | +145.3% | +66.0% |
| All | +175.3% | -65.4% | +240.7% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling