+378.1%
COP vs OUST
-60.6%
+438.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -6.1% | +31.9% | -38.0% | -6.7% |
| 30D | +1.1% | -4.2% | +5.3% | +1.1% |
| 3M | +10.9% | -9.3% | +20.2% | +11.0% |
| 6M | +20.8% | +51.7% | -30.9% | +17.5% |
| YTD | +48.0% | +76.6% | -28.6% | +42.6% |
| 1Y | +58.5% | +48.9% | +9.6% | +53.5% |
| 3Y | +28.1% | +675.3% | -647.1% | +13.0% |
| 5Y | +120.5% | -44.0% | +164.5% | +111.1% |
| All | +378.1% | -60.6% | +438.7% | +355.5% |
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