-65.5%
OUST vs COO
-29.7%
-35.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.7% | -9.3% | -8.9% |
| 7D | -3.8% | +0.5% | -4.2% | -3.9% |
| 30D | +5.1% | +14.2% | -9.1% | -2.3% |
| 3M | -25.8% | -18.2% | -7.6% | -18.4% |
| 6M | -2.0% | +5.3% | -7.4% | -10.3% |
| YTD | +54.7% | -23.6% | +78.3% | +74.7% |
| 1Y | +48.8% | -12.7% | +61.5% | +53.0% |
| 3Y | +607.8% | -24.2% | +632.0% | +631.5% |
| 5Y | -52.7% | -40.0% | -12.7% | -44.6% |
| All | -65.5% | -29.7% | -35.7% | -63.8% |
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