-50.0%
OUST vs ZCMD
-100.0%
+50.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.6% | +8.3% | +10.8% |
| 7D | +36.7% | +9.1% | +27.6% | +36.5% |
| 30D | -3.3% | -37.1% | +33.8% | -2.9% |
| 3M | -11.1% | -53.7% | +42.6% | -10.6% |
| 6M | +53.1% | -99.7% | +152.7% | +53.7% |
| YTD | +78.2% | -99.9% | +178.1% | +79.3% |
| 1Y | +50.0% | -99.9% | +149.9% | +50.6% |
| 3Y | +836.2% | -100.0% | +936.2% | +844.6% |
| 5Y | -50.0% | -100.0% | +50.0% | -47.7% |
| All | -50.0% | -100.0% | +50.0% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling