-58.5%
Z vs OUST
-1.5%
-57.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -9.0% | -1.6% | -10.0% |
| 7D | -2.3% | -5.0% | +2.8% | -1.9% |
| 30D | +9.4% | -32.0% | +41.4% | +12.1% |
| 3M | -16.1% | -32.4% | +16.3% | -14.3% |
| 6M | -30.4% | +6.7% | -37.1% | -36.9% |
| YTD | -55.6% | +41.0% | -96.6% | -63.3% |
| 1Y | -58.5% | +18.0% | -76.5% | -64.2% |
| All | -58.5% | -1.5% | -57.0% | -64.2% |
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