-62.4%
OUST vs ZCMD
-100.0%
+37.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.0% |
| 3M | -22.6% | -74.6% | +51.9% | -23.1% |
| 6M | +62.8% | -99.5% | +162.2% | +66.8% |
| YTD | +68.3% | -99.7% | +168.1% | +74.2% |
| 1Y | +28.5% | -99.9% | +128.4% | +33.7% |
| 3Y | +554.0% | -100.0% | +654.0% | +618.3% |
| 5Y | -56.2% | -100.0% | +43.8% | -51.1% |
| All | -62.4% | -100.0% | +37.6% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling