+93.2%
COF vs OUST
+659.3%
-566.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.5% | -1.4% |
| 7D | -5.0% | +19.9% | -24.9% | -6.8% |
| 30D | -2.3% | +3.6% | -5.9% | -3.1% |
| 3M | -12.7% | -20.6% | +8.0% | -11.5% |
| 6M | +6.2% | +35.1% | -28.8% | -1.2% |
| YTD | -19.2% | +69.1% | -88.3% | -27.6% |
| 1Y | -11.5% | +49.9% | -61.4% | -19.9% |
| All | +93.2% | +659.3% | -566.1% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling