-61.4%
OUST vs ZCMD
-100.0%
+38.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.9% |
| 7D | +12.7% | -1.4% | +14.1% | +12.7% |
| 30D | -13.6% | -21.6% | +8.0% | -13.4% |
| 3M | -8.3% | -67.4% | +59.1% | -9.1% |
| 6M | +85.0% | -99.4% | +184.4% | +89.4% |
| YTD | +73.2% | -99.7% | +173.0% | +79.3% |
| 1Y | +32.5% | -99.9% | +132.4% | +37.8% |
| 3Y | +643.8% | -100.0% | +743.8% | +716.5% |
| 5Y | -52.1% | -100.0% | +47.9% | -46.9% |
| All | -61.4% | -100.0% | +38.6% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling