+324.5%
ZETA vs OUST
-70.6%
+395.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +18.8% | +14.0% | +4.8% | +15.5% |
| 30D | +12.6% | +2.5% | +10.1% | +11.3% |
| 3M | +29.5% | -15.3% | +44.8% | +31.6% |
| 6M | +128.6% | +42.6% | +86.0% | +95.9% |
| YTD | +85.5% | +76.6% | +8.8% | +49.0% |
| 1Y | +90.6% | +54.1% | +36.6% | +57.3% |
| 3Y | +358.0% | +675.3% | -317.2% | +121.3% |
| 5Y | +282.0% | -45.1% | +327.1% | +278.7% |
| All | +324.5% | -70.6% | +395.1% | +364.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling