+278.0%
COPX vs OUST
-64.1%
+342.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.0% | -12.6% | -0.1% |
| 7D | -1.0% | +17.0% | -18.0% | -2.8% |
| 30D | -14.8% | -16.5% | +1.7% | -13.4% |
| 3M | -17.2% | -23.7% | +6.4% | -15.5% |
| 6M | -14.5% | +18.4% | -32.8% | -18.1% |
| YTD | -0.4% | +60.8% | -61.2% | -8.2% |
| 1Y | +21.9% | +44.2% | -22.3% | +13.2% |
| 3Y | +123.7% | +668.1% | -544.4% | +63.9% |
| 5Y | +121.8% | -48.8% | +170.7% | +90.2% |
| All | +278.0% | -64.1% | +342.1% | +236.4% |
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