+231.5%
ZETA vs OUST
-76.5%
+308.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.0% | +1.7% | -5.4% |
| 7D | -10.0% | -5.0% | -4.9% | -9.2% |
| 30D | -10.6% | -32.0% | +21.5% | -3.9% |
| 3M | +8.9% | -32.4% | +41.2% | +15.9% |
| 6M | +65.1% | +6.7% | +58.4% | +49.6% |
| YTD | +44.8% | +41.0% | +3.8% | +22.0% |
| 1Y | +47.8% | +18.0% | +29.8% | +28.9% |
| 3Y | +248.8% | +560.6% | -311.8% | +73.1% |
| 5Y | +220.3% | -55.1% | +275.4% | +227.5% |
| All | +231.5% | -76.5% | +308.0% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling