+20.0%
COP vs OUST
+554.0%
-534.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.1% |
| 7D | +3.0% | +5.2% | -2.2% | +2.9% |
| 30D | +17.5% | -19.3% | +36.7% | +17.9% |
| 3M | +13.4% | -22.6% | +36.0% | +13.3% |
| 6M | +17.7% | +62.8% | -45.0% | +13.9% |
| YTD | +46.6% | +68.3% | -21.8% | +41.4% |
| 1Y | +44.6% | +28.5% | +16.1% | +40.2% |
| All | +20.0% | +554.0% | -534.0% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling