+401.7%
COP vs OUST
-65.5%
+467.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.5% | +10.1% | +1.8% |
| 7D | +4.4% | -3.8% | +8.2% | +4.5% |
| 30D | 0.0% | +5.1% | -5.1% | -0.3% |
| 3M | +15.0% | -25.8% | +40.8% | +15.5% |
| 6M | +22.0% | -2.0% | +24.0% | +20.5% |
| YTD | +55.3% | +54.7% | +0.6% | +50.0% |
| 1Y | +64.1% | +48.8% | +15.3% | +58.6% |
| 3Y | +34.1% | +607.8% | -573.8% | +18.3% |
| 5Y | +133.4% | -52.7% | +186.1% | +124.5% |
| All | +401.7% | -65.5% | +467.2% | +379.1% |
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 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