-46.0%
COHR vs OUST
+16.4%
-62.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.5% | +2.5% | -1.7% |
| 7D | +13.1% | -3.8% | +16.9% | +15.8% |
| 30D | -17.2% | +5.1% | -22.2% | -18.9% |
| 3M | -33.3% | -25.8% | -7.5% | -23.7% |
| 6M | -46.0% | -2.0% | -43.9% | -47.7% |
| All | -46.0% | +16.4% | -62.4% | -47.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling