-1.3%
COF vs OUST
+34.0%
-35.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -2.8% |
| 7D | +1.2% | +12.7% | -11.5% | +0.2% |
| 30D | -1.4% | -13.6% | +12.2% | -0.3% |
| 3M | +19.0% | -8.3% | +27.3% | +17.3% |
| 6M | +14.9% | +85.0% | -70.1% | +0.4% |
| YTD | -10.7% | +73.2% | -83.9% | -21.2% |
| 1Y | -1.3% | +32.5% | -33.8% | -11.0% |
| All | -1.3% | +34.0% | -35.3% | -11.0% |
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