+607.8%
OUST vs ZCMD
-100.0%
+707.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -3.2% | -5.3% | -8.5% |
| 7D | -3.8% | -7.7% | +3.9% | -3.7% |
| 30D | +5.1% | -34.8% | +39.8% | +5.5% |
| 3M | -25.8% | -56.3% | +30.5% | -25.3% |
| 6M | -2.0% | -99.7% | +97.7% | -2.3% |
| YTD | +54.7% | -99.9% | +154.6% | +54.0% |
| 1Y | +48.8% | -99.9% | +148.7% | +47.4% |
| 3Y | +607.8% | -100.0% | +707.8% | +571.1% |
| All | +607.8% | -100.0% | +707.8% | +571.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling