+32.5%
OUST vs ZCMD
-99.9%
+132.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.2% |
| 6M | +85.0% | -99.4% | +184.4% | +95.9% |
| YTD | +73.2% | -99.7% | +173.0% | +90.9% |
| 1Y | +32.5% | -99.9% | +132.4% | +46.3% |
| All | +32.5% | -99.9% | +132.4% | +46.3% |
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