+28.5%
OUST vs ZYBT
-83.2%
+111.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.7% |
| 7D | +5.2% | -6.9% | +12.2% | +5.2% |
| 30D | -19.3% | -31.8% | +12.5% | -19.4% |
| 3M | -22.6% | +94.0% | -116.6% | -17.9% |
| 6M | +62.8% | +99.0% | -36.2% | +65.6% |
| YTD | +68.3% | +40.0% | +28.3% | +79.6% |
| 1Y | +28.5% | -79.5% | +108.1% | +64.6% |
| All | +28.5% | -83.2% | +111.8% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling