+32.2%
COPX vs OUST
+11.1%
+21.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +15.7% | -11.8% | +1.0% |
| 7D | -3.0% | -0.2% | -2.7% | -3.1% |
| 30D | -13.6% | -24.0% | +10.3% | -9.7% |
| 3M | -11.2% | -29.9% | +18.7% | -6.6% |
| 6M | -2.4% | +19.1% | -21.5% | -10.8% |
| YTD | +4.2% | +55.0% | -50.8% | -13.1% |
| 1Y | +32.2% | +21.2% | +11.0% | +15.7% |
| All | +32.2% | +11.1% | +21.1% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling