+577.1%
OUST vs ZCMD
-100.0%
+677.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +1.7% |
| 7D | +5.2% | -8.0% | +13.2% | +5.3% |
| 30D | -19.3% | -27.9% | +8.6% | -19.1% |
| 3M | -22.6% | -74.6% | +51.9% | -23.0% |
| 6M | +62.8% | -99.5% | +162.2% | +61.2% |
| YTD | +68.3% | -99.7% | +168.1% | +66.4% |
| 1Y | +28.5% | -99.9% | +128.4% | +25.9% |
| All | +577.1% | -100.0% | +677.1% | +492.1% |
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