+15.2%
COPX vs OUST
+40.1%
-25.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.5% | +6.0% | -0.8% |
| 7D | -2.8% | -3.8% | +0.9% | -2.1% |
| 30D | -14.3% | +5.1% | -19.4% | -15.6% |
| 3M | -19.0% | -25.8% | +6.8% | -15.6% |
| 6M | -24.4% | -2.0% | -22.4% | -28.1% |
| YTD | -3.2% | +54.7% | -58.0% | -20.6% |
| 1Y | +15.2% | +48.8% | -33.6% | -5.8% |
| All | +15.2% | +40.1% | -25.0% | -5.8% |
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