+572.3%
COHR vs OUST
-63.6%
+635.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +8.3% | -3.0% | +11.4% | +9.1% |
| 30D | -14.1% | -23.4% | +9.3% | -8.8% |
| 3M | -16.0% | -10.8% | -5.2% | -14.7% |
| 6M | +21.5% | +42.7% | -21.3% | +11.3% |
| YTD | +65.4% | +63.3% | +2.2% | +46.4% |
| 1Y | +195.0% | +15.0% | +180.0% | +173.1% |
| 3Y | +830.2% | +610.9% | +219.3% | +434.3% |
| 5Y | +397.1% | -54.8% | +451.9% | +304.8% |
| All | +572.3% | -63.6% | +635.9% | +465.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling