-20.7%
ZBH vs OUST
-60.2%
+39.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.3% | +2.2% |
| 7D | +11.3% | +36.7% | -25.4% | +10.1% |
| 30D | +21.5% | -3.3% | +24.9% | +21.4% |
| 3M | +12.5% | -11.1% | +23.6% | +12.5% |
| 6M | +32.3% | +53.1% | -20.8% | +27.6% |
| YTD | +21.4% | +78.2% | -56.8% | +15.7% |
| 1Y | +23.7% | +50.0% | -26.3% | +18.6% |
| 3Y | +7.0% | +836.2% | -829.1% | -11.0% |
| 5Y | -13.2% | -50.0% | +36.8% | -20.2% |
| All | -20.7% | -60.2% | +39.5% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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