+211.7%
COST vs OUST
-64.1%
+275.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.0% | -15.1% | -1.4% |
| 7D | +4.1% | +17.0% | -12.9% | +3.7% |
| 30D | +12.0% | -16.5% | +28.5% | +12.3% |
| 3M | +11.2% | -23.7% | +34.8% | +11.6% |
| 6M | +6.1% | +18.4% | -12.2% | +4.2% |
| YTD | +22.9% | +60.8% | -37.9% | +19.0% |
| 1Y | +14.7% | +44.2% | -29.5% | +11.4% |
| 3Y | +92.3% | +668.1% | -575.8% | +67.1% |
| 5Y | +116.6% | -48.8% | +165.5% | +101.3% |
| All | +211.7% | -64.1% | +275.8% | +191.8% |
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