+202.4%
ZETA vs OUST
-49.1%
+251.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +14.0% | -8.7% | +2.5% |
| 7D | -0.4% | +17.0% | -17.4% | -3.7% |
| 30D | -8.0% | -16.5% | +8.5% | -5.3% |
| 3M | +21.4% | -23.7% | +45.1% | +25.9% |
| 6M | +80.1% | +18.4% | +61.7% | +60.3% |
| YTD | +52.5% | +60.8% | -8.3% | +25.6% |
| 1Y | +58.5% | +44.2% | +14.3% | +33.2% |
| 3Y | +281.7% | +668.1% | -386.4% | +88.5% |
| All | +202.4% | -49.1% | +251.5% | +191.0% |
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