-18.4%
Z vs OUST
+537.2%
-555.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -9.0% | -1.6% | -9.7% |
| 7D | -2.3% | -5.0% | +2.8% | -1.8% |
| 30D | +9.4% | -32.0% | +41.4% | +13.3% |
| 3M | -16.1% | -32.4% | +16.3% | -13.5% |
| 6M | -30.4% | +6.7% | -37.1% | -34.8% |
| YTD | -55.6% | +41.0% | -96.6% | -60.3% |
| 1Y | -58.5% | +18.0% | -76.5% | -62.2% |
| All | -18.4% | +537.2% | -555.5% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling