-1.5%
COF vs OUST
+33.5%
-35.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | +1.8% | +5.2% | -3.4% | +1.4% |
| 30D | -0.6% | -19.3% | +18.7% | +1.1% |
| 3M | +20.3% | -22.6% | +42.9% | +20.6% |
| 6M | +13.0% | +62.8% | -49.8% | +0.7% |
| YTD | -8.3% | +68.3% | -76.7% | -19.0% |
| 1Y | -1.5% | +28.5% | -30.0% | -11.1% |
| All | -1.5% | +33.5% | -35.0% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling