+156.6%
OUST vs ZYBT
-58.1%
+214.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +2.9% |
| 7D | +12.7% | -4.2% | +17.0% | +12.7% |
| 30D | -13.6% | -16.4% | +2.8% | -13.6% |
| 3M | -8.3% | +82.9% | -91.2% | -4.8% |
| 6M | +85.0% | +110.7% | -25.7% | +83.3% |
| YTD | +73.2% | +37.4% | +35.9% | +79.6% |
| 1Y | +32.5% | -80.6% | +113.1% | +61.4% |
| All | +156.6% | -58.1% | +214.7% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling