+129.2%
OUST vs ZYBT
-60.2%
+189.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | 0.0% | -8.5% | -8.5% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +5.1% | -2.0% | +7.0% | +5.0% |
| 3M | -25.8% | -2.0% | -23.9% | -25.8% |
| 6M | -2.0% | +56.4% | -58.4% | +2.9% |
| YTD | +54.7% | +30.4% | +24.3% | +60.4% |
| 1Y | +48.8% | -30.2% | +79.0% | +64.5% |
| All | +129.2% | -60.2% | +189.4% | +75.1% |
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