+141.1%
OUST vs ZYBT
-57.8%
+199.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.8% |
| 7D | -1.7% | -2.5% | +0.8% | -1.7% |
| 30D | -21.9% | -1.2% | -20.7% | -21.9% |
| 3M | -8.2% | +76.7% | -84.9% | -4.3% |
| 6M | +57.5% | +103.6% | -46.1% | +56.8% |
| YTD | +62.8% | +38.3% | +24.5% | +68.8% |
| 1Y | +24.5% | -84.7% | +109.2% | +55.5% |
| All | +141.1% | -57.8% | +199.0% | +84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling