+577.1%
OUST vs COO
-23.4%
+600.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | +5.2% | -2.2% | +7.4% | +5.9% |
| 30D | -19.3% | -7.0% | -12.2% | -17.7% |
| 3M | -22.6% | +12.2% | -34.8% | -27.1% |
| 6M | +62.8% | -15.1% | +77.9% | +73.3% |
| YTD | +68.3% | -15.1% | +83.4% | +79.3% |
| 1Y | +28.5% | +2.3% | +26.2% | +25.8% |
| All | +577.1% | -23.4% | +600.6% | +515.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling