+380.5%
COP vs OUST
-64.1%
+444.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.0% | -13.4% | +0.3% |
| 7D | -11.5% | +17.0% | -28.5% | -11.9% |
| 30D | +5.0% | -16.5% | +21.5% | +5.3% |
| 3M | +17.5% | -23.7% | +41.1% | +18.0% |
| 6M | +16.2% | +18.4% | -2.1% | +13.9% |
| YTD | +48.8% | +60.8% | -12.0% | +43.6% |
| 1Y | +64.1% | +44.2% | +19.9% | +58.8% |
| 3Y | +25.7% | +668.1% | -642.4% | +10.6% |
| 5Y | +114.4% | -48.8% | +163.2% | +105.6% |
| All | +380.5% | -64.1% | +444.6% | +358.7% |
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 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