+227.5%
ZETA vs OUST
-50.0%
+277.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +10.8% | -6.4% | +2.3% |
| 7D | +6.2% | +36.7% | -30.5% | -0.5% |
| 30D | -2.0% | -3.3% | +1.3% | -2.1% |
| 3M | +21.7% | -11.1% | +32.8% | +22.5% |
| 6M | +89.1% | +53.1% | +36.1% | +60.0% |
| YTD | +59.3% | +78.2% | -18.9% | +28.4% |
| 1Y | +66.2% | +50.0% | +16.2% | +38.5% |
| 3Y | +297.3% | +836.2% | -538.9% | +86.8% |
| 5Y | +227.5% | -50.0% | +277.4% | +234.7% |
| All | +227.5% | -50.0% | +277.4% | +234.7% |
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