+373.4%
COP vs OUST
-62.4%
+435.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.0% |
| 3M | +13.4% | -22.6% | +36.0% | +13.4% |
| 6M | +17.7% | +62.8% | -45.0% | +14.1% |
| YTD | +46.6% | +68.3% | -21.8% | +41.6% |
| 1Y | +44.6% | +28.5% | +16.1% | +40.5% |
| 3Y | +20.7% | +554.0% | -533.3% | +7.0% |
| 5Y | +185.0% | -56.2% | +241.3% | +177.0% |
| All | +373.4% | -62.4% | +435.9% | +352.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling