-53.6%
Z vs OUST
+11.1%
-64.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +15.7% | -6.3% | +8.4% |
| 7D | +10.2% | -0.2% | +10.4% | +10.0% |
| 30D | +23.7% | -24.0% | +47.7% | +25.7% |
| 3M | -6.6% | -29.9% | +23.3% | -4.8% |
| 6M | -23.0% | +19.1% | -42.2% | -30.8% |
| YTD | -50.3% | +55.0% | -105.3% | -59.1% |
| 1Y | -53.6% | +21.2% | -74.8% | -59.3% |
| All | -53.6% | +11.1% | -64.6% | -59.3% |
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