-68.5%
OUST vs COO
-28.8%
-39.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.4% | -7.6% | -8.3% |
| 7D | -5.0% | +5.3% | -10.3% | -7.2% |
| 30D | -32.0% | +12.5% | -44.6% | -36.3% |
| 3M | -32.4% | -15.1% | -17.2% | -27.1% |
| 6M | +6.7% | +3.7% | +3.0% | -1.3% |
| YTD | +41.0% | -22.5% | +63.5% | +58.2% |
| 1Y | +18.0% | -7.8% | +25.8% | +17.3% |
| 3Y | +560.6% | -24.1% | +584.7% | +587.2% |
| 5Y | -55.1% | -40.1% | -15.0% | -47.5% |
| All | -68.5% | -28.8% | -39.8% | -67.2% |
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