-46.8%
ZTS vs OUST
-68.5%
+21.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -9.0% | +1.1% | -7.6% |
| 7D | +4.9% | -5.0% | +9.9% | +5.1% |
| 30D | +15.9% | -32.0% | +47.9% | +17.6% |
| 3M | +11.1% | -32.4% | +43.5% | +12.5% |
| 6M | -26.0% | +6.7% | -32.7% | -28.0% |
| YTD | -33.3% | +41.0% | -74.3% | -36.3% |
| 1Y | -30.3% | +18.0% | -48.3% | -33.0% |
| 3Y | -47.0% | +560.6% | -607.6% | -56.4% |
| 5Y | -59.7% | -55.1% | -4.6% | -64.6% |
| All | -46.8% | -68.5% | +21.7% | -53.3% |
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