+139.6%
COPX vs OUST
+692.9%
-553.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | +1.6% | +31.9% | -30.3% | -2.1% |
| 30D | -15.0% | -4.2% | -10.8% | -15.0% |
| 3M | -18.6% | -9.3% | -9.3% | -18.4% |
| 6M | -14.9% | +51.7% | -66.6% | -21.3% |
| YTD | +1.8% | +76.6% | -74.8% | -8.3% |
| 1Y | +19.7% | +48.9% | -29.2% | +9.2% |
| All | +139.6% | +692.9% | -553.3% | +63.0% |
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