-51.3%
ZTS vs OUST
-62.4%
+11.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -2.0% | +5.2% | -7.2% | -2.2% |
| 30D | +1.9% | -19.3% | +21.2% | +2.7% |
| 3M | -4.0% | -22.6% | +18.6% | -4.1% |
| 6M | -39.1% | +62.8% | -101.9% | -41.9% |
| YTD | -38.8% | +68.3% | -107.1% | -41.9% |
| 1Y | -49.6% | +28.5% | -78.1% | -51.7% |
| 3Y | -59.0% | +554.0% | -613.0% | -66.1% |
| 5Y | -61.8% | -56.2% | -5.5% | -66.5% |
| All | -51.3% | -62.4% | +11.2% | -57.4% |
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