+21.2%
OUST vs ZCMD
-99.9%
+121.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -3.0% | +18.7% | +15.8% |
| 7D | -0.2% | -13.3% | +13.1% | +0.1% |
| 30D | -24.0% | -49.6% | +25.6% | -23.0% |
| 3M | -29.9% | -54.6% | +24.7% | -29.0% |
| 6M | +19.1% | -99.8% | +118.9% | +35.3% |
| YTD | +55.0% | -99.9% | +154.8% | +81.1% |
| 1Y | +21.2% | -99.9% | +121.1% | +47.5% |
| All | +21.2% | -99.9% | +121.1% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling