+377.6%
COP vs OUST
-68.5%
+446.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.0% | +7.9% | -0.9% |
| 7D | -9.7% | -5.0% | -4.7% | -9.7% |
| 30D | +4.7% | -32.0% | +36.8% | +5.5% |
| 3M | +18.5% | -32.4% | +50.9% | +19.3% |
| 6M | +11.4% | +6.7% | +4.7% | +9.4% |
| YTD | +47.9% | +41.0% | +6.9% | +43.2% |
| 1Y | +59.3% | +18.0% | +41.4% | +55.1% |
| 3Y | +23.6% | +560.6% | -537.0% | +9.2% |
| 5Y | +113.1% | -55.1% | +168.2% | +105.0% |
| All | +377.6% | -68.5% | +446.2% | +357.3% |
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