-5.1%
COF vs OUST
+11.1%
-16.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +15.7% | -16.9% | -2.3% |
| 7D | +0.7% | -0.2% | +0.9% | +0.6% |
| 30D | +5.7% | -24.0% | +29.7% | +7.8% |
| 3M | -6.7% | -29.9% | +23.2% | -4.6% |
| 6M | +9.5% | +19.1% | -9.7% | +2.4% |
| YTD | -13.9% | +55.0% | -68.9% | -24.1% |
| 1Y | -5.1% | +21.2% | -26.2% | -13.2% |
| All | -5.1% | +11.1% | -16.1% | -13.2% |
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