+294.9%
ZETA vs OUST
-53.0%
+348.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.5% | +6.9% | +0.1% |
| 7D | +18.1% | -3.8% | +21.9% | +18.9% |
| 30D | +13.6% | +5.1% | +8.5% | +11.8% |
| 3M | +23.7% | -25.8% | +49.5% | +29.1% |
| 6M | +128.5% | -2.0% | +130.5% | +114.1% |
| YTD | +80.1% | +54.7% | +25.4% | +48.9% |
| 1Y | +98.0% | +48.8% | +49.2% | +64.7% |
| 3Y | +348.6% | +607.8% | -259.2% | +123.5% |
| All | +294.9% | -53.0% | +348.0% | +401.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling