-26.7%
ZTS vs OUST
+11.1%
-37.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +15.7% | -8.3% | +7.6% |
| 7D | +15.4% | -0.2% | +15.6% | +15.3% |
| 30D | +25.8% | -24.0% | +49.7% | +25.5% |
| 3M | +18.1% | -29.9% | +48.0% | +17.9% |
| 6M | -19.7% | +19.1% | -38.9% | -22.6% |
| YTD | -27.5% | +55.0% | -82.5% | -30.8% |
| 1Y | -26.7% | +21.2% | -47.9% | -29.0% |
| All | -26.7% | +11.1% | -37.8% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling