-59.2%
ZTS vs OUST
-48.7%
-10.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.7% |
| 7D | +1.0% | +19.9% | -18.9% | +0.1% |
| 30D | +12.4% | +3.6% | +8.8% | +11.9% |
| 3M | +13.6% | -20.6% | +34.2% | +14.3% |
| 6M | +9.3% | +35.1% | -25.7% | +4.4% |
| YTD | -32.6% | +69.1% | -101.7% | -36.8% |
| 1Y | -30.0% | +49.9% | -80.0% | -34.0% |
| 3Y | -48.7% | +642.4% | -691.1% | -59.7% |
| All | -59.2% | -48.7% | -10.5% | -62.9% |
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