+96.5%
COST vs OUST
+659.3%
-562.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.7% | +0.4% |
| 7D | +2.5% | +19.9% | -17.4% | +2.6% |
| 30D | +14.6% | +3.6% | +11.0% | +14.7% |
| 3M | +15.2% | -20.6% | +35.8% | +15.3% |
| 6M | +7.2% | +35.1% | -27.8% | +6.4% |
| YTD | +27.4% | +69.1% | -41.7% | +25.7% |
| 1Y | +20.2% | +49.9% | -29.7% | +18.8% |
| All | +96.5% | +659.3% | -562.9% | +84.9% |
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