+14.7%
COST vs OUST
+32.6%
-17.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.0% | -15.1% | -0.4% |
| 7D | +4.1% | +17.0% | -12.9% | +5.0% |
| 30D | +12.0% | -16.5% | +28.5% | +11.4% |
| 3M | +11.2% | -23.7% | +34.8% | +10.4% |
| 6M | +6.1% | +18.4% | -12.2% | +7.5% |
| YTD | +22.9% | +60.8% | -37.9% | +25.4% |
| 1Y | +14.7% | +44.2% | -29.5% | +17.2% |
| All | +14.7% | +32.6% | -17.8% | +17.2% |
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 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