+252.6%
ZETA vs OUST
-72.0%
+324.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.7% | -4.4% |
| 7D | +2.7% | +5.2% | -2.6% | +1.5% |
| 30D | +15.8% | -19.3% | +35.1% | +20.3% |
| 3M | +35.4% | -22.6% | +58.1% | +36.4% |
| 6M | +67.1% | +62.8% | +4.3% | +38.7% |
| YTD | +54.1% | +68.3% | -14.3% | +26.6% |
| 1Y | +67.8% | +28.5% | +39.3% | +43.4% |
| 3Y | +311.4% | +554.0% | -242.6% | +107.2% |
| 5Y | +324.8% | -56.2% | +381.0% | +348.6% |
| All | +252.6% | -72.0% | +324.6% | +295.0% |
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 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