-58.7%
Z vs OUST
+33.5%
-92.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.2% |
| 7D | -3.0% | +5.2% | -8.2% | -3.4% |
| 30D | -4.2% | -19.3% | +15.1% | -3.0% |
| 3M | -3.7% | -22.6% | +18.9% | -3.9% |
| 6M | -24.5% | +62.8% | -87.3% | -34.3% |
| YTD | -49.3% | +68.3% | -117.6% | -56.4% |
| 1Y | -58.7% | +28.5% | -87.2% | -64.4% |
| All | -58.7% | +33.5% | -92.2% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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