+21.2%
OUST vs ZYBT
-42.3%
+63.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +2.2% | +13.5% | +15.7% |
| 7D | -0.2% | -3.5% | +3.3% | -0.2% |
| 30D | -24.0% | +15.1% | -39.1% | -23.9% |
| 3M | -29.9% | +7.0% | -36.9% | -29.7% |
| 6M | +19.1% | +37.7% | -18.5% | +30.8% |
| YTD | +55.0% | +19.1% | +35.9% | +67.3% |
| 1Y | +21.2% | -38.3% | +59.5% | +48.5% |
| All | +21.2% | -42.3% | +63.5% | +48.5% |
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