-62.4%
OUST vs COO
-22.0%
-40.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.5% |
| 7D | +5.2% | -2.2% | +7.4% | +6.6% |
| 30D | -19.3% | -7.0% | -12.2% | -16.2% |
| 3M | -22.6% | +12.2% | -34.8% | -30.2% |
| 6M | +62.8% | -15.1% | +77.9% | +75.8% |
| YTD | +68.3% | -15.1% | +83.4% | +81.9% |
| 1Y | +28.5% | +2.3% | +26.2% | +21.7% |
| 3Y | +554.0% | -23.7% | +577.7% | +607.8% |
| 5Y | -56.2% | -38.9% | -17.3% | -49.4% |
| All | -62.4% | -22.0% | -40.5% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling