-60.2%
ZTS vs OUST
-50.0%
-10.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.8% | -7.2% | +3.2% |
| 7D | -1.0% | +36.7% | -37.7% | -2.5% |
| 30D | +10.8% | -3.3% | +14.1% | +10.7% |
| 3M | +14.1% | -11.1% | +25.2% | +14.1% |
| 6M | +0.8% | +53.1% | -52.3% | -4.5% |
| YTD | -33.1% | +78.2% | -111.3% | -37.4% |
| 1Y | -30.0% | +50.0% | -80.0% | -33.9% |
| 3Y | -49.5% | +836.2% | -885.7% | -61.1% |
| 5Y | -60.2% | -50.0% | -10.3% | -63.6% |
| All | -60.2% | -50.0% | -10.3% | -63.6% |
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 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