+303.0%
COR vs OUST
-60.2%
+363.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.8% | -7.2% | +3.8% |
| 7D | +2.3% | +36.7% | -34.3% | +2.8% |
| 30D | +6.8% | -3.3% | +10.1% | +6.8% |
| 3M | +8.1% | -11.1% | +19.2% | +8.1% |
| 6M | +33.0% | +53.1% | -20.1% | +34.0% |
| YTD | +3.0% | +78.2% | -75.3% | +3.9% |
| 1Y | -3.4% | +50.0% | -53.4% | -2.6% |
| 3Y | +80.1% | +836.2% | -756.0% | +83.5% |
| 5Y | +194.7% | -50.0% | +244.7% | +193.8% |
| All | +303.0% | -60.2% | +363.2% | +302.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling