+67.8%
ZETA vs OUST
+33.5%
+34.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.7% | -4.4% |
| 7D | +2.7% | +5.2% | -2.6% | +1.6% |
| 30D | +15.8% | -19.3% | +35.1% | +20.0% |
| 3M | +35.4% | -22.6% | +58.1% | +36.1% |
| 6M | +67.1% | +62.8% | +4.3% | +29.2% |
| YTD | +54.1% | +68.3% | -14.3% | +16.7% |
| 1Y | +67.8% | +28.5% | +39.3% | +31.4% |
| All | +67.8% | +33.5% | +34.3% | +31.4% |
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