-64.1%
OUST vs COO
-30.1%
-34.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.8% | +15.8% | +14.9% |
| 7D | +17.0% | +4.7% | +12.3% | +14.4% |
| 30D | -16.5% | +13.9% | -30.4% | -22.4% |
| 3M | -23.7% | -14.9% | -8.7% | -18.0% |
| 6M | +18.4% | +2.0% | +16.3% | +10.2% |
| YTD | +60.8% | -23.9% | +84.7% | +81.8% |
| 1Y | +44.2% | -9.6% | +53.8% | +44.7% |
| 3Y | +668.1% | -25.4% | +693.5% | +705.3% |
| 5Y | -48.8% | -41.2% | -7.7% | -39.7% |
| All | -64.1% | -30.1% | -34.1% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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