+111.8%
COPX vs OUST
-53.0%
+164.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.5% | +6.0% | -1.5% |
| 7D | -2.8% | -3.8% | +0.9% | -2.4% |
| 30D | -14.3% | +5.1% | -19.4% | -15.1% |
| 3M | -19.0% | -25.8% | +6.8% | -16.9% |
| 6M | -24.4% | -2.0% | -22.4% | -26.0% |
| YTD | -3.2% | +54.7% | -58.0% | -10.6% |
| 1Y | +15.2% | +48.8% | -33.6% | +6.5% |
| 3Y | +127.6% | +607.8% | -480.2% | +66.9% |
| All | +111.8% | -53.0% | +164.9% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling