+194.8%
COHR vs OUST
+33.5%
+161.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +6.0% |
| 7D | +1.0% | +5.2% | -4.3% | -1.0% |
| 30D | -14.1% | -19.3% | +5.1% | -7.3% |
| 3M | -33.2% | -22.6% | -10.6% | -28.8% |
| 6M | +2.5% | +62.8% | -60.2% | -14.1% |
| YTD | +52.7% | +68.3% | -15.6% | +24.2% |
| 1Y | +194.8% | +28.5% | +166.2% | +141.8% |
| All | +194.8% | +33.5% | +161.3% | +141.8% |
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