-47.3%
ZTS vs OUST
+537.2%
-584.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -9.0% | +1.1% | -7.7% |
| 7D | +4.9% | -5.0% | +9.9% | +5.0% |
| 30D | +15.9% | -32.0% | +47.9% | +17.0% |
| 3M | +11.1% | -32.4% | +43.5% | +12.1% |
| 6M | -26.0% | +6.7% | -32.7% | -27.8% |
| YTD | -33.3% | +41.0% | -74.3% | -36.0% |
| 1Y | -30.3% | +18.0% | -48.3% | -32.7% |
| All | -47.3% | +537.2% | -584.5% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling