+60.7%
COP vs OUST
+11.1%
+49.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +15.7% | -20.9% | -4.4% |
| 7D | -8.1% | -0.2% | -7.9% | -8.0% |
| 30D | +6.7% | -24.0% | +30.6% | +5.8% |
| 3M | +16.9% | -29.9% | +46.8% | +16.1% |
| 6M | +11.2% | +19.1% | -8.0% | +11.0% |
| YTD | +49.5% | +55.0% | -5.5% | +47.8% |
| 1Y | +60.7% | +21.2% | +39.5% | +62.6% |
| All | +60.7% | +11.1% | +49.6% | +62.6% |
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 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