-38.2%
COHR vs OUST
+55.9%
-94.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.2% | +9.2% |
| 7D | +20.2% | +14.0% | +6.3% | +13.7% |
| 30D | -18.6% | +2.5% | -21.1% | -19.8% |
| 3M | -28.6% | -15.3% | -13.3% | -23.7% |
| 6M | -38.2% | +42.6% | -80.8% | -49.1% |
| All | -38.2% | +55.9% | -94.2% | -49.1% |
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