-55.8%
OUST vs COO
-40.4%
-15.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.6% |
| 3M | -25.8% | -18.2% | -7.6% | -18.1% |
| 6M | -2.0% | +5.3% | -7.4% | -10.9% |
| YTD | +54.7% | -23.6% | +78.3% | +76.0% |
| 1Y | +48.8% | -12.7% | +61.5% | +53.1% |
| 3Y | +607.8% | -24.2% | +632.0% | +618.4% |
| All | -55.8% | -40.4% | -15.5% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling