+74.9%
COST vs OUST
+554.0%
-479.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.0% |
| 7D | -3.1% | +5.2% | -8.4% | -3.2% |
| 30D | -2.8% | -19.3% | +16.5% | -2.7% |
| 3M | -5.7% | -22.6% | +17.0% | -5.7% |
| 6M | -8.8% | +62.8% | -71.5% | -10.1% |
| YTD | +6.7% | +68.3% | -61.7% | +4.9% |
| 1Y | -3.6% | +28.5% | -32.2% | -5.0% |
| All | +74.9% | +554.0% | -479.1% | +59.4% |
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 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